+98.2%
DD vs USFR
+28.6%
+69.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +19.7% | +0.4% | +19.3% | +19.4% |
| 3M | +7.2% | +1.1% | +6.1% | +6.3% |
| 6M | +1.0% | +2.0% | -1.0% | -0.6% |
| YTD | +29.1% | +3.5% | +25.6% | +25.5% |
| 1Y | +28.5% | +4.1% | +24.4% | +24.2% |
| 3Y | +89.4% | +14.4% | +75.1% | +68.7% |
| 5Y | +67.1% | +21.4% | +45.7% | +39.9% |
| All | +98.2% | +28.6% | +69.7% | +61.1% |
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 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