+200.5%
P vs USFR
+14.4%
+186.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.8% |
| 7D | +11.6% | +0.1% | +11.6% | +12.0% |
| 30D | -23.7% | +0.4% | -24.0% | -22.2% |
| 3M | -8.0% | +1.1% | -9.0% | -2.5% |
| 6M | +27.9% | +2.0% | +25.9% | +41.2% |
| YTD | +61.2% | +3.5% | +57.7% | +84.5% |
| 1Y | +28.6% | +4.1% | +24.5% | +48.2% |
| 3Y | +200.5% | +14.4% | +186.1% | +957.3% |
| All | +200.5% | +14.4% | +186.1% | +957.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling