+28.5%
USFR vs EFV
+148.6%
-120.1%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | +2.5% | -2.5% | +0.1% |
| 30D | +0.4% | +2.9% | -2.6% | +0.4% |
| 3M | +1.1% | -1.4% | +2.5% | +1.1% |
| 6M | +2.0% | +5.5% | -3.5% | +2.0% |
| YTD | +3.5% | +16.1% | -12.6% | +3.4% |
| 1Y | +4.1% | +20.3% | -16.2% | +4.1% |
| 3Y | +14.4% | +90.4% | -76.1% | +14.2% |
| 5Y | +21.4% | +93.5% | -72.1% | +21.3% |
| 10Y | +28.6% | +161.5% | -133.0% | +28.3% |
| All | +28.5% | +148.6% | -120.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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