-53.2%
S vs USFR
+20.4%
-73.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -7.7% | +0.1% | -7.8% | -7.5% |
| 30D | -5.3% | +0.3% | -5.6% | -4.3% |
| 3M | +20.3% | +1.0% | +19.3% | +24.4% |
| 6M | +47.4% | +1.9% | +45.4% | +58.0% |
| YTD | +32.5% | +2.6% | +29.9% | +45.2% |
| 1Y | +9.5% | +4.0% | +5.5% | +25.0% |
| 3Y | +15.5% | +14.1% | +1.4% | +87.9% |
| 5Y | -71.2% | +20.4% | -91.6% | -41.1% |
| All | -53.2% | +20.4% | -73.6% | -2.6% |
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 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