-39.0%
U vs USFR
+20.4%
-59.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.6% |
| 30D | +17.5% | +0.3% | +17.2% | +18.6% |
| 3M | +38.7% | +1.0% | +37.7% | +43.2% |
| 6M | +104.4% | +1.9% | +102.5% | +118.2% |
| YTD | -5.7% | +2.6% | -8.3% | +2.9% |
| 1Y | +3.7% | +4.0% | -0.3% | +17.9% |
| 3Y | +12.3% | +14.1% | -1.8% | +111.7% |
| 5Y | -68.8% | +20.4% | -89.2% | -19.4% |
| All | -39.0% | +20.4% | -59.5% | +60.0% |
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