+1,895.7%
TER vs USFR
+28.0%
+1,867.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +12.4% | +0.1% | +12.3% | +12.3% |
| 30D | +5.1% | +0.3% | +4.9% | +5.0% |
| 3M | +4.0% | +1.0% | +3.0% | +3.6% |
| 6M | +29.5% | +1.9% | +27.6% | +28.2% |
| YTD | +98.5% | +2.7% | +95.8% | +95.2% |
| 1Y | +234.1% | +4.0% | +230.1% | +225.1% |
| 3Y | +289.0% | +14.0% | +275.0% | +243.3% |
| 5Y | +228.2% | +20.4% | +207.8% | +168.2% |
| 10Y | +1,895.7% | +28.0% | +1,867.7% | +1,477.9% |
| All | +1,895.7% | +28.0% | +1,867.7% | +1,477.9% |
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