+28.0%
USFR vs RVTY
+134.6%
-106.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | -5.4% | +5.5% | +0.1% |
| 30D | +0.3% | +6.7% | -6.5% | +0.3% |
| 3M | +1.0% | +19.0% | -18.0% | +1.0% |
| 6M | +1.9% | +34.6% | -32.7% | +1.9% |
| YTD | +2.7% | +28.3% | -25.6% | +2.7% |
| 1Y | +4.0% | +46.0% | -42.1% | +4.0% |
| 3Y | +14.0% | +16.9% | -2.8% | +14.0% |
| 5Y | +20.4% | -32.9% | +53.3% | +20.4% |
| 10Y | +28.0% | +141.6% | -113.6% | +27.8% |
| All | +28.0% | +134.6% | -106.6% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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