+25.1%
RF vs USFR
+4.1%
+21.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +3.7% |
| 30D | +7.2% | +0.4% | +6.9% | +13.0% |
| 3M | -8.2% | +1.1% | -9.3% | +7.4% |
| 6M | +7.0% | +2.0% | +5.0% | +50.7% |
| YTD | +10.3% | +3.4% | +6.9% | +103.6% |
| 1Y | +25.1% | +4.1% | +21.0% | +145.7% |
| All | +25.1% | +4.1% | +21.0% | +145.7% |
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