-72.4%
U vs USFR
+21.4%
-93.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | +24.4% | +0.1% | +24.3% | +24.5% |
| 30D | +7.4% | +0.4% | +7.0% | +8.0% |
| 3M | +16.8% | +1.1% | +15.7% | +18.4% |
| 6M | +78.8% | +2.1% | +76.7% | +83.4% |
| YTD | +14.0% | +3.4% | +10.5% | +19.3% |
| 1Y | +16.7% | +4.1% | +12.6% | +22.7% |
| 3Y | +86.4% | +14.4% | +72.0% | +176.8% |
| All | -72.4% | +21.4% | -93.8% | -51.9% |
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