+27.5%
USFR vs BG
+135.3%
-107.8%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.3% | 0.0% |
| 7D | +0.1% | +2.4% | -2.3% | +0.1% |
| 30D | +0.3% | +15.0% | -14.7% | +0.3% |
| 3M | +1.0% | -0.7% | +1.6% | +1.0% |
| 6M | +1.9% | +7.5% | -5.6% | +1.9% |
| YTD | +2.7% | +41.6% | -39.0% | +2.7% |
| 1Y | +4.0% | +50.7% | -46.6% | +4.1% |
| 3Y | +14.0% | +20.3% | -6.2% | +14.1% |
| 5Y | +20.4% | +85.2% | -64.8% | +20.5% |
| 10Y | +28.1% | +160.6% | -132.6% | +28.3% |
| All | +27.5% | +135.3% | -107.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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