-15.8%
F vs USFR
+21.3%
-37.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +2.6% | +0.4% | +2.2% | +2.9% |
| 3M | -8.8% | +1.1% | -9.9% | -8.2% |
| 6M | +4.6% | +2.1% | +2.6% | +5.8% |
| YTD | -1.9% | +3.4% | -5.3% | -1.3% |
| 1Y | -0.8% | +4.1% | -4.9% | -0.6% |
| 3Y | +43.5% | +14.4% | +29.1% | +55.5% |
| All | -15.8% | +21.3% | -37.2% | -24.4% |
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