+249.0%
EXC vs USFR
+28.5%
+220.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +10.0% | +0.4% | +9.6% | +9.8% |
| 3M | +1.6% | +1.1% | +0.6% | +1.3% |
| 6M | +3.3% | +2.1% | +1.2% | +2.6% |
| YTD | +7.6% | +3.4% | +4.2% | +6.4% |
| 1Y | +3.5% | +4.1% | -0.6% | +2.1% |
| 3Y | +27.7% | +14.4% | +13.3% | +22.7% |
| 5Y | +41.1% | +21.3% | +19.8% | +33.2% |
| 10Y | +178.2% | +28.5% | +149.7% | +157.6% |
| All | +249.0% | +28.5% | +220.5% | +221.2% |
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