-49.3%
COMP vs USFR
+21.4%
-70.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | 0.0% | +0.1% | -0.1% | +0.4% |
| 30D | +16.6% | +0.4% | +16.2% | +19.1% |
| 3M | -23.5% | +1.1% | -24.6% | -18.5% |
| 6M | +25.7% | +2.0% | +23.7% | +41.8% |
| YTD | -3.4% | +3.5% | -6.9% | +16.8% |
| 1Y | +7.6% | +4.1% | +3.5% | +34.0% |
| 3Y | +423.6% | +14.4% | +409.2% | +970.7% |
| 5Y | -10.6% | +21.4% | -32.0% | +141.0% |
| All | -49.3% | +21.4% | -70.7% | +40.2% |
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