+98.3%
USB vs USFR
+14.1%
+84.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | +1.4% | +0.1% | +1.4% | +1.5% |
| 30D | -1.3% | +0.3% | -1.6% | -1.3% |
| 3M | +15.2% | +1.0% | +14.2% | +15.4% |
| 6M | +18.8% | +1.9% | +16.9% | +18.9% |
| YTD | +21.0% | +2.6% | +18.4% | +20.3% |
| 1Y | +34.0% | +4.0% | +30.0% | +31.2% |
| All | +98.3% | +14.1% | +84.2% | +104.4% |
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