+239.8%
RF vs USFR
+28.5%
+211.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | +6.2% | +0.4% | +5.8% | +5.7% |
| 3M | -7.8% | +1.1% | -8.9% | -9.0% |
| 6M | +5.9% | +2.1% | +3.9% | +3.4% |
| YTD | +9.0% | +3.4% | +5.6% | +4.6% |
| 1Y | +19.3% | +4.1% | +15.2% | +13.4% |
| 3Y | +116.4% | +14.4% | +102.0% | +81.7% |
| 5Y | +46.0% | +21.4% | +24.6% | +10.0% |
| 10Y | +239.8% | +28.5% | +211.3% | +131.9% |
| All | +239.8% | +28.5% | +211.3% | +131.9% |
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