+152.0%
ES vs USFR
+27.5%
+124.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +1.7% | +1.0% | +0.7% | +1.5% |
| 6M | -3.5% | +1.9% | -5.5% | -3.9% |
| YTD | +7.9% | +2.6% | +5.3% | +7.4% |
| 1Y | +17.2% | +4.0% | +13.2% | +16.3% |
| 3Y | +29.3% | +14.1% | +15.2% | +26.4% |
| 5Y | -5.7% | +20.4% | -26.2% | -8.8% |
| 10Y | +85.2% | +28.0% | +57.2% | +77.1% |
| All | +152.0% | +27.5% | +124.4% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling