+70.4%
D vs USFR
+27.5%
+42.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -3.6% | +0.3% | -3.9% | -3.5% |
| 3M | -1.0% | +1.0% | -2.0% | -0.9% |
| 6M | +6.3% | +1.9% | +4.3% | +6.4% |
| YTD | +14.7% | +2.6% | +12.1% | +14.9% |
| 1Y | +16.9% | +4.0% | +12.9% | +17.2% |
| 3Y | +56.8% | +14.1% | +42.7% | +58.7% |
| 5Y | +5.2% | +20.4% | -15.2% | +7.0% |
| 10Y | +35.9% | +28.0% | +7.9% | +38.7% |
| All | +70.4% | +27.5% | +42.9% | +73.3% |
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