+27.4%
USFR vs FIVE
+604.5%
-577.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.3% | +12.5% | -12.2% | +0.3% |
| 3M | +1.0% | +31.2% | -30.2% | +1.0% |
| 6M | +1.9% | +14.4% | -12.4% | +1.9% |
| YTD | +2.6% | +33.9% | -31.3% | +2.6% |
| 1Y | +4.0% | +65.1% | -61.0% | +4.0% |
| 3Y | +14.1% | +49.0% | -34.9% | +14.1% |
| 5Y | +20.4% | +30.3% | -9.9% | +20.4% |
| 10Y | +28.0% | +481.1% | -453.1% | +27.7% |
| All | +27.4% | +604.5% | -577.0% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling