+43.2%
TER vs USFR
+4.1%
+39.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -19.9% | +0.1% | -20.0% | -17.0% |
| 30D | -43.5% | +0.4% | -43.9% | -35.6% |
| 3M | -37.8% | +1.1% | -38.8% | -3.2% |
| 6M | -25.6% | +2.0% | -27.6% | +73.1% |
| YTD | +29.8% | +3.4% | +26.5% | +187.4% |
| 1Y | +43.2% | +4.1% | +39.1% | +117.3% |
| All | +43.2% | +4.1% | +39.1% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling