-27.5%
DOW vs USFR
+21.4%
-48.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +5.2% | +0.1% | +5.2% | +5.3% |
| 30D | +13.2% | +0.4% | +12.8% | +13.8% |
| 3M | +10.1% | +1.1% | +9.0% | +11.9% |
| 6M | -13.1% | +2.0% | -15.1% | -10.0% |
| YTD | +46.1% | +3.5% | +42.7% | +56.7% |
| 1Y | +50.0% | +4.1% | +45.9% | +63.0% |
| 3Y | -20.2% | +14.4% | -34.6% | +6.2% |
| All | -27.5% | +21.4% | -48.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling