+367.9%
RF vs USFR
+27.5%
+340.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | +0.3% | -3.9% | -3.8% |
| 3M | +8.1% | +1.0% | +7.1% | +7.3% |
| 6M | +11.5% | +1.9% | +9.5% | +10.0% |
| YTD | +15.6% | +2.6% | +13.0% | +13.5% |
| 1Y | +15.7% | +4.0% | +11.7% | +12.5% |
| 3Y | +86.9% | +14.1% | +72.8% | +70.1% |
| 5Y | +89.8% | +20.4% | +69.4% | +65.4% |
| 10Y | +344.7% | +28.0% | +316.7% | +271.8% |
| All | +367.9% | +27.5% | +340.3% | +283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling