+89.2%
USB vs USFR
+28.5%
+60.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +6.8% | +0.4% | +6.4% | +6.5% |
| 3M | -3.8% | +1.1% | -4.8% | -4.6% |
| 6M | +11.7% | +2.0% | +9.7% | +10.0% |
| YTD | +17.5% | +3.4% | +14.1% | +14.4% |
| 1Y | +33.8% | +4.1% | +29.7% | +29.5% |
| 3Y | +104.2% | +14.3% | +89.9% | +84.0% |
| 5Y | +26.4% | +21.3% | +5.1% | +8.1% |
| 10Y | +89.2% | +28.5% | +60.7% | +55.5% |
| All | +89.2% | +28.5% | +60.7% | +55.5% |
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