+60.7%
F vs USFR
+28.5%
+32.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +2.9% | +0.4% | +2.5% | +2.7% |
| 3M | -9.5% | +1.1% | -10.5% | -9.8% |
| 6M | +4.0% | +2.0% | +2.0% | +3.2% |
| YTD | -1.3% | +3.4% | -4.7% | -2.6% |
| 1Y | -1.9% | +4.1% | -6.0% | -3.5% |
| 3Y | +53.5% | +14.3% | +39.1% | +45.9% |
| 5Y | -15.1% | +21.3% | -36.4% | -21.4% |
| 10Y | +81.0% | +28.5% | +52.5% | +64.8% |
| All | +60.7% | +28.5% | +32.1% | +43.9% |
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