+45.2%
PL vs USFR
+21.3%
+23.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | 0.0% | +14.5% | +14.5% |
| 7D | +10.9% | +0.1% | +10.8% | +11.4% |
| 30D | -16.4% | +0.4% | -16.7% | -13.9% |
| 3M | -39.9% | +1.1% | -41.0% | -34.8% |
| 6M | -63.2% | +2.0% | -65.2% | -57.3% |
| YTD | -27.1% | +3.4% | -30.5% | -9.0% |
| 1Y | +12.2% | +4.1% | +8.1% | +45.1% |
| 3Y | +584.3% | +14.3% | +569.9% | +1,429.1% |
| 5Y | +37.0% | +21.3% | +15.7% | +422.9% |
| All | +45.2% | +21.3% | +23.8% | +454.8% |
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