+219.1%
TER vs USFR
+20.5%
+198.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.4% |
| 7D | +11.0% | +0.1% | +10.9% | +11.3% |
| 30D | -1.9% | +0.3% | -2.2% | -0.1% |
| 3M | -0.7% | +1.0% | -1.6% | +4.5% |
| 6M | +36.4% | +1.9% | +34.4% | +47.6% |
| YTD | +92.4% | +2.7% | +89.8% | +111.1% |
| 1Y | +213.5% | +4.0% | +209.5% | +252.8% |
| 3Y | +277.2% | +14.0% | +263.2% | +351.1% |
| 5Y | +219.1% | +20.4% | +198.7% | +252.2% |
| All | +219.1% | +20.5% | +198.7% | +252.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling