+73.3%
D vs USFR
+14.4%
+58.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | +3.0% | +0.1% | +2.9% | +2.6% |
| 30D | +11.5% | +0.4% | +11.1% | +9.9% |
| 3M | +3.7% | +1.1% | +2.7% | -0.4% |
| 6M | +13.5% | +2.1% | +11.5% | +4.0% |
| YTD | +20.7% | +3.4% | +17.3% | +3.2% |
| 1Y | +18.2% | +4.1% | +14.1% | -2.8% |
| 3Y | +73.3% | +14.4% | +58.9% | +91.7% |
| All | +73.3% | +14.4% | +58.9% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling