+213.6%
RF vs USFR
+28.6%
+185.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | +7.3% | +0.4% | +7.0% | +6.9% |
| 3M | -7.9% | +1.1% | -9.0% | -9.1% |
| 6M | +10.5% | +2.0% | +8.5% | +7.9% |
| YTD | +9.6% | +3.5% | +6.2% | +5.1% |
| 1Y | +20.3% | +4.1% | +16.2% | +14.4% |
| 3Y | +119.5% | +14.4% | +105.2% | +84.0% |
| 5Y | +48.2% | +21.4% | +26.8% | +11.3% |
| All | +213.6% | +28.6% | +185.1% | +112.1% |
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