+48.4%
IR vs USFR
+20.4%
+28.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.7% |
| 30D | -15.1% | +0.3% | -15.4% | -14.5% |
| 3M | +6.1% | +1.0% | +5.1% | +8.8% |
| 6M | -16.8% | +1.9% | -18.8% | -13.0% |
| YTD | -3.5% | +2.6% | -6.2% | +2.0% |
| 1Y | -3.5% | +4.0% | -7.5% | +4.2% |
| 3Y | +9.5% | +14.1% | -4.6% | +31.7% |
| All | +48.4% | +20.4% | +28.0% | +125.2% |
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