+18.0%
Q vs USFR
+4.1%
+13.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.3% | +0.1% | -3.4% | -0.8% |
| 30D | -9.7% | +0.4% | -10.1% | -0.5% |
| 3M | -16.1% | +1.1% | -17.2% | +15.0% |
| 6M | -15.7% | +2.0% | -17.7% | +51.2% |
| YTD | +45.7% | +3.4% | +42.4% | +180.3% |
| 1Y | +18.0% | +4.1% | +13.9% | +111.5% |
| All | +18.0% | +4.1% | +13.9% | +111.5% |
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