-3.4%
ES vs USFR
+20.4%
-23.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -2.0% | +0.3% | -2.3% | -1.9% |
| 3M | +1.7% | +1.0% | +0.7% | +1.7% |
| 6M | -3.5% | +1.9% | -5.5% | -3.4% |
| YTD | +7.9% | +2.6% | +5.3% | +8.2% |
| 1Y | +17.2% | +4.0% | +13.2% | +17.5% |
| 3Y | +29.3% | +14.1% | +15.2% | +44.5% |
| All | -3.4% | +20.4% | -23.8% | +21.1% |
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