+89.2%
ES vs USFR
+28.5%
+60.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +5.9% | +0.4% | +5.5% | +6.1% |
| 3M | -1.0% | +1.1% | -2.1% | -0.7% |
| 6M | +7.2% | +2.1% | +5.1% | +7.8% |
| YTD | +7.0% | +3.4% | +3.5% | +8.0% |
| 1Y | +0.5% | +4.1% | -3.6% | +1.6% |
| 3Y | +48.7% | +14.4% | +34.2% | +56.4% |
| 5Y | +1.9% | +21.4% | -19.5% | +9.7% |
| 10Y | +89.2% | +28.5% | +60.6% | +113.2% |
| All | +89.2% | +28.5% | +60.6% | +113.2% |
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