-20.3%
USAR vs USFR
+14.4%
-34.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | -0.8% | +0.1% | -0.8% | -1.1% |
| 30D | -20.9% | +0.4% | -21.3% | -22.5% |
| 3M | -56.2% | +1.1% | -57.2% | -59.0% |
| 6M | -67.9% | +2.0% | -69.9% | -73.2% |
| YTD | -31.4% | +3.5% | -34.9% | -53.0% |
| 1Y | -45.1% | +4.1% | -49.1% | -65.6% |
| 3Y | -20.3% | +14.4% | -34.7% | -72.2% |
| All | -20.3% | +14.4% | -34.7% | -72.2% |
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