+301.5%
C vs USFR
+27.5%
+273.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | +0.1% | +0.3% | -0.2% | -0.1% |
| 3M | +2.4% | +1.0% | +1.4% | +1.9% |
| 6M | +24.9% | +1.9% | +23.0% | +23.8% |
| YTD | +19.8% | +2.6% | +17.2% | +18.3% |
| 1Y | +44.9% | +4.0% | +40.9% | +42.1% |
| 3Y | +263.0% | +14.1% | +248.9% | +241.5% |
| 5Y | +129.5% | +20.4% | +109.1% | +110.5% |
| 10Y | +291.6% | +28.0% | +263.6% | +250.2% |
| All | +301.5% | +27.5% | +273.9% | +260.1% |
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