+696.9%
P vs USFR
+28.0%
+668.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -0.9% | +0.3% | -1.2% | -1.3% |
| 3M | +38.7% | +1.0% | +37.7% | +36.7% |
| 6M | +54.4% | +1.9% | +52.4% | +50.0% |
| YTD | +44.8% | +2.7% | +42.2% | +39.1% |
| 1Y | +22.5% | +4.0% | +18.6% | +15.2% |
| 3Y | +148.2% | +14.0% | +134.2% | +101.6% |
| 5Y | +268.9% | +20.4% | +248.5% | +174.5% |
| 10Y | +696.9% | +28.0% | +668.9% | +490.4% |
| All | +696.9% | +28.0% | +668.9% | +490.4% |
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