+32.0%
Q vs USFR
+3.5%
+28.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +6.6% | +0.1% | +6.6% | +8.8% |
| 30D | -6.6% | +0.3% | -6.8% | +3.3% |
| 3M | -13.2% | +1.0% | -14.2% | +21.1% |
| 6M | +9.9% | +1.9% | +8.0% | +81.4% |
| YTD | +53.9% | +2.7% | +51.3% | +150.0% |
| All | +32.0% | +3.5% | +28.5% | +55.2% |
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