+24.8%
LOW vs USFR
+14.4%
+10.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +1.4% | +0.1% | +1.4% | +1.5% |
| 30D | +21.7% | +0.4% | +21.3% | +22.5% |
| 3M | +5.0% | +1.1% | +4.0% | +6.8% |
| 6M | +4.6% | +2.0% | +2.6% | +7.4% |
| YTD | -3.5% | +3.5% | -7.0% | -0.7% |
| 1Y | +0.5% | +4.1% | -3.5% | +3.6% |
| 3Y | +24.8% | +14.4% | +10.4% | +85.3% |
| All | +24.8% | +14.4% | +10.4% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling