+13.7%
O vs USFR
+20.5%
-6.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -2.0% | +0.3% | -2.3% | -2.3% |
| 3M | +3.0% | +1.0% | +2.0% | +1.9% |
| 6M | -3.6% | +1.9% | -5.6% | -5.4% |
| YTD | +12.1% | +2.7% | +9.4% | +9.3% |
| 1Y | +8.9% | +4.0% | +4.9% | +5.0% |
| 3Y | +30.3% | +14.0% | +16.3% | +28.8% |
| 5Y | +13.7% | +20.4% | -6.7% | +19.9% |
| All | +13.7% | +20.5% | -6.7% | +19.9% |
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