-68.0%
U vs USFR
+20.5%
-88.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.6% |
| 30D | -0.6% | +0.3% | -0.9% | +0.2% |
| 3M | +48.4% | +1.0% | +47.5% | +51.7% |
| 6M | +115.4% | +1.9% | +113.4% | +125.4% |
| YTD | -3.2% | +2.7% | -5.9% | +3.0% |
| 1Y | -6.0% | +4.0% | -10.1% | +2.7% |
| 3Y | +13.5% | +14.0% | -0.6% | +95.2% |
| 5Y | -68.0% | +20.4% | -88.4% | -25.3% |
| All | -68.0% | +20.5% | -88.5% | -25.3% |
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 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