+272.5%
RF vs USFR
+28.5%
+244.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +6.0% | +0.4% | +5.6% | +5.6% |
| 3M | -8.9% | +1.1% | -10.0% | -10.0% |
| 6M | +2.3% | +2.1% | +0.3% | -0.1% |
| YTD | +7.6% | +3.4% | +4.1% | +3.3% |
| 1Y | +21.2% | +4.1% | +17.1% | +15.3% |
| 3Y | +108.5% | +14.4% | +94.1% | +75.4% |
| 5Y | +43.2% | +21.3% | +21.9% | +8.2% |
| All | +272.5% | +28.5% | +244.0% | +156.6% |
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