+47.4%
TER vs USFR
+4.1%
+43.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -4.6% |
| 7D | +14.4% | +0.1% | +14.3% | +17.1% |
| 30D | -30.6% | +0.4% | -30.9% | -20.7% |
| 3M | -39.2% | +1.1% | -40.2% | -5.5% |
| 6M | -31.3% | +2.0% | -33.3% | +71.8% |
| YTD | +29.1% | +3.5% | +25.6% | +238.9% |
| 1Y | +47.4% | +4.1% | +43.3% | +209.6% |
| All | +47.4% | +4.1% | +43.4% | +209.6% |
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 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