-49.8%
USAR vs USFR
+4.1%
-53.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -21.8% | +0.1% | -21.9% | -19.9% |
| 30D | -39.9% | +0.4% | -40.3% | -34.6% |
| 3M | -52.5% | +1.1% | -53.6% | -40.8% |
| 6M | -67.9% | +2.0% | -70.0% | -60.4% |
| YTD | -31.1% | +3.4% | -34.5% | -28.3% |
| 1Y | -49.8% | +4.1% | -53.9% | -52.9% |
| All | -49.8% | +4.1% | -53.9% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling