+63.7%
EL vs USFR
+28.6%
+35.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | +10.0% | +0.4% | +9.6% | +9.6% |
| 3M | +28.4% | +1.1% | +27.4% | +27.1% |
| 6M | +37.1% | +2.0% | +35.0% | +34.5% |
| YTD | +7.8% | +3.5% | +4.4% | +4.5% |
| 1Y | +26.0% | +4.1% | +22.0% | +21.4% |
| 3Y | +3.8% | +14.4% | -10.5% | -8.3% |
| 5Y | -65.2% | +21.4% | -86.6% | -71.0% |
| All | +63.7% | +28.6% | +35.2% | +31.1% |
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