+46.0%
F vs USFR
+14.1%
+31.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +5.3% | +0.1% | +5.3% | +5.4% |
| 30D | +4.6% | +0.3% | +4.3% | +5.2% |
| 3M | -3.7% | +1.0% | -4.7% | -1.8% |
| 6M | +16.8% | +1.9% | +14.9% | +20.1% |
| YTD | +15.3% | +2.6% | +12.7% | +18.4% |
| 1Y | +31.0% | +4.0% | +27.0% | +34.2% |
| All | +46.0% | +14.1% | +31.9% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling