-18.3%
M vs USFR
+28.5%
-46.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | +10.1% | +0.4% | +9.7% | +9.6% |
| 3M | -0.9% | +1.1% | -2.0% | -2.0% |
| 6M | +30.2% | +2.0% | +28.2% | +27.5% |
| YTD | +16.3% | +3.4% | +12.9% | +12.3% |
| 1Y | +27.0% | +4.1% | +22.9% | +21.7% |
| 3Y | +154.5% | +14.3% | +140.1% | +121.0% |
| 5Y | -1.1% | +21.3% | -22.4% | -19.7% |
| 10Y | +0.5% | +28.5% | -28.0% | -21.8% |
| All | -18.3% | +28.5% | -46.9% | -36.7% |
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