+233.9%
EXC vs USFR
+27.5%
+206.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.7% | +0.3% | -4.0% | -3.8% |
| 3M | -1.3% | +1.0% | -2.3% | -1.6% |
| 6M | -9.7% | +1.9% | -11.6% | -10.3% |
| YTD | +2.9% | +2.6% | +0.3% | +2.0% |
| 1Y | +4.4% | +4.0% | +0.4% | +3.1% |
| 3Y | +22.2% | +14.1% | +8.1% | +17.6% |
| 5Y | +46.7% | +20.4% | +26.3% | +38.8% |
| 10Y | +155.3% | +28.0% | +127.3% | +136.7% |
| All | +233.9% | +27.5% | +206.3% | +208.0% |
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