+207.2%
C vs USFR
+28.5%
+178.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.7% | +0.1% | +4.7% | +4.7% |
| 30D | +0.2% | +0.4% | -0.2% | -0.1% |
| 3M | -9.3% | +1.0% | -10.4% | -10.0% |
| 6M | -0.8% | +2.0% | -2.9% | -2.3% |
| YTD | +8.5% | +3.4% | +5.1% | +5.6% |
| 1Y | +23.1% | +4.1% | +19.0% | +19.1% |
| 3Y | +220.8% | +14.4% | +206.4% | +188.6% |
| 5Y | +112.4% | +21.4% | +91.0% | +81.5% |
| All | +207.2% | +28.5% | +178.6% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling