+1,189.2%
TER vs USFR
+28.5%
+1,160.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.5% | +0.1% | -20.6% | -20.5% |
| 30D | -47.0% | +0.4% | -47.4% | -47.1% |
| 3M | -43.3% | +1.1% | -44.3% | -43.5% |
| 6M | -42.9% | +2.1% | -45.0% | -43.4% |
| YTD | +12.9% | +3.4% | +9.5% | +11.1% |
| 1Y | +18.2% | +4.1% | +14.1% | +15.9% |
| 3Y | +151.8% | +14.4% | +137.4% | +134.6% |
| 5Y | +54.2% | +21.3% | +32.9% | +38.6% |
| 10Y | +908.2% | +28.5% | +879.7% | +784.3% |
| All | +1,189.2% | +28.5% | +1,160.7% | +1,004.0% |
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