-47.8%
S vs USFR
+21.4%
-69.1%
-84.4%
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% | -0.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.2% |
| 30D | -2.7% | +0.4% | -3.1% | -1.3% |
| 3M | -6.9% | +1.1% | -7.9% | -3.0% |
| 6M | +38.1% | +2.0% | +36.0% | +48.6% |
| YTD | +48.0% | +3.5% | +44.5% | +67.6% |
| 1Y | +34.5% | +4.1% | +30.4% | +55.0% |
| 3Y | +38.3% | +14.4% | +24.0% | +127.2% |
| 5Y | -70.9% | +21.4% | -92.3% | -38.8% |
| All | -47.8% | +21.4% | -69.1% | +12.4% |
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