+40.6%
S vs USFR
+14.4%
+26.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.8% |
| 7D | -13.4% | +0.1% | -13.5% | -12.8% |
| 30D | -14.0% | +0.4% | -14.4% | -11.5% |
| 3M | +4.9% | +1.1% | +3.8% | +12.5% |
| 6M | +42.0% | +2.1% | +40.0% | +60.6% |
| YTD | +45.1% | +3.4% | +41.7% | +77.2% |
| 1Y | +33.1% | +4.1% | +29.0% | +66.1% |
| 3Y | +40.6% | +14.4% | +26.2% | +648.4% |
| All | +40.6% | +14.4% | +26.2% | +648.4% |
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 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