-54.3%
S vs USFR
+20.4%
-74.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.0% |
| 30D | -12.6% | +0.3% | -12.8% | -11.7% |
| 3M | +27.6% | +1.0% | +26.6% | +31.9% |
| 6M | +35.5% | +1.9% | +33.5% | +45.2% |
| YTD | +29.6% | +2.7% | +26.9% | +42.2% |
| 1Y | +8.1% | +4.0% | +4.1% | +23.4% |
| 3Y | +14.8% | +14.0% | +0.7% | +86.1% |
| 5Y | -70.6% | +20.4% | -91.0% | -39.6% |
| All | -54.3% | +20.4% | -74.7% | -4.6% |
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