+3,800.0%
FIX vs USFR
+28.5%
+3,771.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | -35.1% | +0.4% | -35.5% | -35.2% |
| 3M | -34.3% | +1.1% | -35.3% | -34.5% |
| 6M | -42.9% | +2.0% | -44.9% | -43.3% |
| YTD | +19.5% | +3.4% | +16.0% | +17.9% |
| 1Y | +16.8% | +4.1% | +12.7% | +14.8% |
| 3Y | +506.7% | +14.3% | +492.4% | +470.7% |
| 5Y | +1,046.7% | +21.3% | +1,025.4% | +951.1% |
| 10Y | +3,800.0% | +28.5% | +3,771.5% | +3,352.5% |
| All | +3,800.0% | +28.5% | +3,771.5% | +3,352.5% |
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