+153.1%
USFD vs USFR
+14.3%
+138.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | +0.1% | +1.3% | +1.1% |
| 30D | +10.6% | +0.4% | +10.2% | +9.0% |
| 3M | -2.4% | +1.0% | -3.5% | -6.3% |
| 6M | +28.9% | +2.0% | +26.9% | +18.8% |
| YTD | +43.7% | +3.4% | +40.3% | +25.1% |
| 1Y | +48.5% | +4.1% | +44.4% | +25.9% |
| All | +153.1% | +14.3% | +138.8% | +68.0% |
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