+28.1%
USFR vs FIVE
+475.1%
-447.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | +3.7% | -3.6% | +0.1% |
| 30D | +0.3% | +4.0% | -3.7% | +0.3% |
| 3M | +1.0% | +36.2% | -35.3% | +1.0% |
| 6M | +1.9% | +18.0% | -16.1% | +1.9% |
| YTD | +2.7% | +34.9% | -32.2% | +2.6% |
| 1Y | +4.0% | +67.9% | -63.9% | +4.0% |
| 3Y | +14.0% | +57.3% | -43.3% | +14.0% |
| 5Y | +20.4% | +39.5% | -19.1% | +20.4% |
| 10Y | +28.1% | +496.4% | -468.4% | +27.5% |
| All | +28.1% | +475.1% | -447.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling