+67.7%
USAR vs USFR
+14.0%
+53.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.7% |
| 30D | -10.4% | +0.3% | -10.7% | -11.6% |
| 3M | -18.4% | +1.0% | -19.4% | -23.0% |
| 6M | -8.8% | +1.9% | -10.8% | -20.2% |
| YTD | +43.4% | +2.7% | +40.7% | +17.8% |
| 1Y | +21.0% | +4.0% | +17.0% | -10.7% |
| All | +67.7% | +14.0% | +53.7% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling