+53.9%
F vs USFR
+20.4%
+33.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 6M | +16.8% | +1.9% | +14.9% | +20.4% |
| YTD | +15.3% | +2.6% | +12.7% | +19.5% |
| 1Y | +31.0% | +4.0% | +27.0% | +37.3% |
| 3Y | +45.4% | +14.1% | +31.3% | +90.8% |
| All | +53.9% | +20.4% | +33.5% | +100.3% |
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 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