-12.4%
EW vs USFR
+21.4%
-33.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | +0.1% | +9.2% | +9.1% |
| 30D | +22.1% | +0.4% | +21.7% | +21.1% |
| 3M | +13.0% | +1.1% | +12.0% | +10.7% |
| 6M | +30.1% | +2.1% | +28.0% | +24.9% |
| YTD | +22.0% | +3.4% | +18.6% | +13.8% |
| 1Y | +23.7% | +4.1% | +19.6% | +13.7% |
| 3Y | +62.0% | +14.4% | +47.6% | +37.4% |
| 5Y | -12.4% | +21.4% | -33.8% | -21.8% |
| All | -12.4% | +21.4% | -33.8% | -21.8% |
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 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