+22.0%
USB vs USFR
+21.3%
+0.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +5.8% | +0.4% | +5.4% | +5.9% |
| 3M | -6.0% | +1.1% | -7.0% | -5.9% |
| 6M | +7.8% | +2.1% | +5.7% | +7.9% |
| YTD | +14.6% | +3.4% | +11.2% | +14.3% |
| 1Y | +31.8% | +4.1% | +27.7% | +30.8% |
| 3Y | +91.5% | +14.4% | +77.1% | +94.1% |
| All | +22.0% | +21.3% | +0.7% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling