+24.5%
Q vs USFR
+4.3%
+20.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.0% |
| 7D | +1.2% | +0.1% | +1.1% | +2.8% |
| 30D | -2.7% | +0.4% | -3.0% | +6.4% |
| 3M | -16.9% | +1.1% | -18.0% | +12.2% |
| 6M | -26.9% | +2.0% | -28.9% | +31.5% |
| YTD | +45.2% | +3.5% | +41.8% | +190.0% |
| 1Y | +38.1% | +4.1% | +34.1% | +137.0% |
| All | +24.5% | +4.3% | +20.2% | +80.1% |
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