+178.9%
B vs USFR
+28.5%
+150.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +11.3% | +0.1% | +11.3% | +11.3% |
| 30D | +2.9% | +0.4% | +2.6% | +2.9% |
| 3M | -2.9% | +1.1% | -3.9% | -3.1% |
| 6M | -1.2% | +2.0% | -3.2% | -1.7% |
| YTD | -1.3% | +3.4% | -4.7% | -2.3% |
| 1Y | +30.4% | +4.1% | +26.3% | +28.9% |
| 3Y | +195.3% | +14.3% | +180.9% | +185.6% |
| 5Y | +146.2% | +21.3% | +124.9% | +134.6% |
| 10Y | +200.5% | +28.5% | +172.0% | +184.1% |
| All | +178.9% | +28.5% | +150.4% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling