+469.1%
P vs USFR
+29.0%
+440.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -23.8% | +0.1% | -23.9% | -23.9% |
| 30D | -36.6% | +0.4% | -37.0% | -37.0% |
| 3M | +10.9% | +1.1% | +9.8% | +9.3% |
| 6M | +30.0% | +2.1% | +27.9% | +26.5% |
| YTD | +44.4% | +3.4% | +41.0% | +38.0% |
| 1Y | +3.9% | +4.1% | -0.2% | -1.6% |
| 3Y | +176.6% | +14.4% | +162.2% | +129.9% |
| 5Y | +249.3% | +21.3% | +227.9% | +167.8% |
| 10Y | +726.9% | +28.5% | +698.4% | +499.7% |
| All | +469.1% | +29.0% | +440.1% | +315.6% |
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