+136.2%
USB vs USFR
+28.5%
+107.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | -6.1% | +1.1% | -7.1% | -6.5% |
| 6M | +9.4% | +2.0% | +7.4% | +8.5% |
| YTD | +15.2% | +3.4% | +11.8% | +13.6% |
| 1Y | +32.8% | +4.1% | +28.7% | +30.6% |
| 3Y | +91.3% | +14.4% | +76.9% | +81.2% |
| 5Y | +22.7% | +21.3% | +1.3% | +13.4% |
| 10Y | +97.0% | +28.4% | +68.6% | +78.5% |
| All | +136.2% | +28.5% | +107.7% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling