+48.3%
D vs USFR
+28.5%
+19.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +10.9% | +0.4% | +10.5% | +11.1% |
| 3M | +2.8% | +1.1% | +1.8% | +3.3% |
| 6M | +12.7% | +2.1% | +10.7% | +13.6% |
| YTD | +20.3% | +3.4% | +16.9% | +21.9% |
| 1Y | +17.1% | +4.1% | +13.0% | +19.0% |
| 3Y | +75.1% | +14.4% | +60.7% | +88.7% |
| 5Y | +13.1% | +21.4% | -8.3% | +26.5% |
| 10Y | +48.3% | +28.5% | +19.7% | +71.8% |
| All | +48.3% | +28.5% | +19.7% | +71.8% |
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 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