+3.6%
ES vs USFR
+21.3%
-17.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +7.1% | +0.4% | +6.7% | +7.3% |
| 3M | -1.9% | +1.1% | -3.0% | -1.4% |
| 6M | +4.4% | +2.1% | +2.3% | +5.4% |
| YTD | +7.3% | +3.4% | +3.9% | +9.2% |
| 1Y | +2.1% | +4.1% | -2.0% | +4.3% |
| 3Y | +41.8% | +14.4% | +27.4% | +67.2% |
| All | +3.6% | +21.3% | -17.7% | +48.9% |
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