+120.9%
FE vs USFR
+28.5%
+92.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.3% | +0.4% | +3.9% | +4.4% |
| 3M | +0.4% | +1.1% | -0.7% | +0.5% |
| 6M | +6.9% | +2.1% | +4.9% | +7.2% |
| YTD | +8.0% | +3.4% | +4.6% | +8.3% |
| 1Y | +4.8% | +4.1% | +0.7% | +5.2% |
| 3Y | +49.0% | +14.4% | +34.5% | +53.3% |
| 5Y | +46.2% | +21.4% | +24.8% | +52.4% |
| 10Y | +120.9% | +28.5% | +92.3% | +135.4% |
| All | +120.9% | +28.5% | +92.3% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling