+1,077.0%
TER vs USFR
+28.5%
+1,048.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | -30.8% | +0.4% | -31.1% | -30.9% |
| 3M | -29.9% | +1.1% | -31.0% | -30.2% |
| 6M | -27.5% | +2.1% | -29.5% | -28.1% |
| YTD | +37.5% | +3.4% | +34.0% | +34.9% |
| 1Y | +50.3% | +4.1% | +46.2% | +46.7% |
| 3Y | +204.9% | +14.4% | +190.5% | +170.5% |
| 5Y | +89.2% | +21.4% | +67.7% | +54.6% |
| 10Y | +1,077.0% | +28.5% | +1,048.4% | +839.3% |
| All | +1,077.0% | +28.5% | +1,048.4% | +839.3% |
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 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