+720.5%
EW vs USFR
+27.5%
+693.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +2.8% | +1.0% | +1.8% | +2.4% |
| 6M | +5.5% | +1.9% | +3.5% | +4.8% |
| YTD | +5.5% | +2.6% | +2.8% | +4.5% |
| 1Y | +11.0% | +4.0% | +7.0% | +9.5% |
| 3Y | +17.7% | +14.1% | +3.6% | +12.7% |
| 5Y | -25.7% | +20.4% | -46.2% | -30.1% |
| 10Y | +132.8% | +28.0% | +104.8% | +116.6% |
| All | +720.5% | +27.5% | +693.0% | +688.5% |
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