+88.3%
RF vs USFR
+14.1%
+74.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +1.3% | +0.1% | +1.3% | +1.6% |
| 30D | -3.6% | +0.3% | -3.9% | -2.3% |
| 3M | +8.1% | +1.0% | +7.1% | +13.0% |
| 6M | +11.5% | +1.9% | +9.5% | +21.4% |
| YTD | +15.6% | +2.6% | +13.0% | +28.7% |
| 1Y | +15.7% | +4.0% | +11.7% | +34.5% |
| All | +88.3% | +14.1% | +74.2% | +254.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling