+50.9%
O vs USFR
+28.0%
+22.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -3.3% | +0.3% | -3.6% | -3.5% |
| 3M | -2.8% | +1.0% | -3.8% | -3.5% |
| 6M | -5.8% | +1.9% | -7.7% | -7.0% |
| YTD | +9.4% | +2.7% | +6.7% | +7.4% |
| 1Y | +5.7% | +4.0% | +1.7% | +2.9% |
| 3Y | +27.2% | +14.1% | +13.2% | +18.0% |
| 5Y | +17.2% | +20.5% | -3.3% | +5.5% |
| All | +50.9% | +28.0% | +22.9% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling