-25.2%
M vs USFR
+27.5%
-52.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | +0.1% | +4.7% | +4.7% |
| 30D | -9.6% | +0.3% | -9.9% | -9.9% |
| 3M | +0.9% | +1.0% | -0.1% | -0.2% |
| 6M | +22.3% | +1.9% | +20.3% | +19.8% |
| YTD | +6.5% | +2.6% | +3.9% | +3.7% |
| 1Y | +38.8% | +4.0% | +34.8% | +33.1% |
| 3Y | +115.9% | +14.1% | +101.8% | +87.8% |
| 5Y | +28.6% | +20.4% | +8.2% | +5.2% |
| 10Y | -2.5% | +28.0% | -30.5% | -23.7% |
| All | -25.2% | +27.5% | -52.7% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling