-22.7%
U vs USFR
+21.4%
-44.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.8% |
| 30D | +27.6% | +0.4% | +27.2% | +29.0% |
| 3M | +15.3% | +1.1% | +14.3% | +19.2% |
| 6M | +96.4% | +2.0% | +94.4% | +109.3% |
| YTD | +19.6% | +3.5% | +16.1% | +33.9% |
| 1Y | +42.1% | +4.1% | +38.0% | +61.8% |
| 3Y | +87.5% | +14.4% | +73.2% | +250.1% |
| 5Y | -73.1% | +21.4% | -94.6% | -28.8% |
| All | -22.7% | +21.4% | -44.2% | +108.1% |
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