+2,009.3%
TER vs USFR
+27.5%
+1,981.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | -8.3% | +0.3% | -8.6% | -8.4% |
| 3M | -12.2% | +1.0% | -13.2% | -12.6% |
| 6M | +17.1% | +1.9% | +15.1% | +16.0% |
| YTD | +84.7% | +2.6% | +82.1% | +82.4% |
| 1Y | +199.9% | +4.0% | +195.9% | +194.2% |
| 3Y | +232.8% | +14.1% | +218.7% | +210.1% |
| 5Y | +198.6% | +20.4% | +178.2% | +169.3% |
| 10Y | +1,669.7% | +28.0% | +1,641.7% | +1,454.7% |
| All | +2,009.3% | +27.5% | +1,981.8% | +1,712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling