+150.6%
ES vs USFR
+28.5%
+122.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | -1.9% | +1.1% | -3.0% | -2.1% |
| 6M | +4.4% | +2.1% | +2.3% | +3.9% |
| YTD | +7.3% | +3.4% | +3.9% | +6.6% |
| 1Y | +2.1% | +4.1% | -2.0% | +1.3% |
| 3Y | +41.8% | +14.4% | +27.4% | +38.6% |
| 5Y | +1.4% | +21.3% | -19.9% | -2.0% |
| 10Y | +86.8% | +28.5% | +58.3% | +78.6% |
| All | +150.6% | +28.5% | +122.1% | +135.7% |
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