+216.3%
USFD vs USFR
+20.4%
+195.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +3.5% | +0.3% | +3.2% | +3.6% |
| 3M | +26.6% | +1.0% | +25.6% | +26.8% |
| 6M | +11.7% | +1.9% | +9.8% | +12.2% |
| YTD | +38.1% | +2.6% | +35.5% | +39.1% |
| 1Y | +33.4% | +4.0% | +29.4% | +35.2% |
| 3Y | +155.8% | +14.1% | +141.7% | +192.2% |
| All | +216.3% | +20.4% | +195.9% | +264.9% |
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