+186.6%
O vs USFR
+27.5%
+159.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.9% | +0.3% | -2.2% | -2.0% |
| 3M | +3.8% | +1.0% | +2.8% | +3.3% |
| 6M | -4.7% | +1.9% | -6.7% | -5.6% |
| YTD | +12.5% | +2.6% | +9.9% | +11.1% |
| 1Y | +10.8% | +4.0% | +6.8% | +8.7% |
| 3Y | +28.8% | +14.1% | +14.7% | +21.1% |
| 5Y | +13.2% | +20.4% | -7.2% | +3.8% |
| 10Y | +53.5% | +28.0% | +25.4% | +37.5% |
| All | +186.6% | +27.5% | +159.0% | +155.3% |
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