+54.5%
USAR vs USFR
+15.1%
+39.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.3% |
| 7D | -11.6% | +0.1% | -11.8% | -12.2% |
| 30D | -15.5% | +0.4% | -15.8% | -16.8% |
| 3M | -31.0% | +1.0% | -32.1% | -34.8% |
| 6M | -26.2% | +2.0% | -28.2% | -35.1% |
| YTD | +30.8% | +2.8% | +28.0% | +7.9% |
| 1Y | +7.1% | +4.1% | +3.0% | -20.2% |
| 3Y | +53.0% | +14.1% | +38.9% | -12.1% |
| All | +54.5% | +15.1% | +39.4% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling