-71.5%
S vs USFR
+20.5%
-92.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.6% |
| 30D | -9.2% | +0.3% | -9.5% | -8.3% |
| 3M | +23.4% | +1.0% | +22.4% | +26.9% |
| 6M | +36.9% | +1.9% | +35.0% | +45.2% |
| YTD | +29.5% | +2.7% | +26.9% | +40.1% |
| 1Y | +5.4% | +4.0% | +1.4% | +17.9% |
| 3Y | +14.7% | +14.0% | +0.7% | +73.5% |
| 5Y | -71.5% | +20.4% | -91.9% | -47.6% |
| All | -71.5% | +20.5% | -92.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling