+24.3%
P vs USFR
+4.1%
+20.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +17.8% | +0.1% | +17.8% | +18.8% |
| 30D | -29.9% | +0.4% | -30.2% | -26.6% |
| 3M | -1.2% | +1.0% | -2.2% | +13.3% |
| 6M | +32.1% | +2.0% | +30.1% | +70.2% |
| YTD | +64.3% | +3.4% | +60.9% | +77.4% |
| 1Y | +24.3% | +4.1% | +20.2% | -27.5% |
| All | +24.3% | +4.1% | +20.2% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling