+28.2%
M vs USFR
+20.5%
+7.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.5% |
| 30D | -11.6% | +0.3% | -11.9% | -11.3% |
| 3M | +1.6% | +1.0% | +0.6% | +2.7% |
| 6M | +25.2% | +1.9% | +23.3% | +27.2% |
| YTD | +3.8% | +2.7% | +1.1% | +5.5% |
| 1Y | +36.3% | +4.0% | +32.3% | +38.5% |
| 3Y | +116.3% | +14.0% | +102.3% | +131.8% |
| 5Y | +28.2% | +20.4% | +7.8% | +4.4% |
| All | +28.2% | +20.5% | +7.7% | +4.4% |
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 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