+13.5%
U vs USFR
+14.0%
-0.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -0.6% | +0.3% | -0.9% | -0.9% |
| 3M | +48.4% | +1.0% | +47.5% | +46.2% |
| 6M | +115.4% | +1.9% | +113.4% | +109.9% |
| YTD | -3.2% | +2.7% | -5.9% | -7.1% |
| 1Y | -6.0% | +4.0% | -10.1% | -12.7% |
| 3Y | +13.5% | +14.0% | -0.6% | +27.3% |
| All | +13.5% | +14.0% | -0.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling