+649.0%
P vs USFR
+28.5%
+620.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +17.8% | +0.1% | +17.8% | +17.7% |
| 30D | -29.9% | +0.4% | -30.2% | -30.3% |
| 3M | -1.2% | +1.0% | -2.2% | -2.8% |
| 6M | +32.1% | +2.0% | +30.1% | +27.9% |
| YTD | +64.3% | +3.4% | +60.9% | +55.4% |
| 1Y | +24.3% | +4.1% | +20.2% | +16.3% |
| 3Y | +203.2% | +14.4% | +188.8% | +141.5% |
| 5Y | +290.4% | +21.4% | +269.0% | +180.6% |
| All | +649.0% | +28.5% | +620.5% | +395.4% |
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