+84.2%
ES vs USFR
+28.1%
+56.1%
-41.7%
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 | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -1.2% | +0.3% | -1.5% | -1.1% |
| 3M | +5.0% | +1.0% | +4.0% | +5.3% |
| 6M | -2.8% | +1.9% | -4.7% | -2.2% |
| YTD | +8.6% | +2.7% | +5.9% | +9.5% |
| 1Y | +18.9% | +4.0% | +14.9% | +20.5% |
| 3Y | +32.1% | +14.0% | +18.1% | +39.9% |
| 5Y | -5.1% | +20.4% | -25.5% | +3.0% |
| 10Y | +84.2% | +28.1% | +56.1% | +117.8% |
| All | +84.2% | +28.1% | +56.1% | +117.8% |
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