+14.3%
USFR vs FIVE
+42.1%
-27.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | 0.0% |
| 7D | +0.1% | +6.2% | -6.1% | +0.1% |
| 30D | +0.4% | +18.2% | -17.8% | +0.4% |
| 3M | +1.1% | +3.8% | -2.8% | +1.1% |
| 6M | +2.0% | +13.7% | -11.7% | +2.0% |
| YTD | +3.4% | +34.7% | -31.3% | +3.4% |
| 1Y | +4.1% | +66.6% | -62.6% | +4.1% |
| 3Y | +14.3% | +44.3% | -29.9% | +14.3% |
| All | +14.3% | +42.1% | -27.7% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling