+28.5%
USFR vs RVTY
+283.2%
-254.7%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +0.4% | +1.7% | -1.4% | +0.4% |
| 3M | +1.1% | +36.8% | -35.7% | +1.1% |
| 6M | +2.1% | +60.1% | -58.0% | +2.0% |
| YTD | +3.4% | +64.0% | -60.5% | +3.4% |
| 1Y | +4.1% | +68.2% | -64.1% | +4.0% |
| 3Y | +14.4% | +88.8% | -74.4% | +14.3% |
| 5Y | +21.4% | -10.5% | +32.0% | +21.5% |
| 10Y | +28.5% | +219.7% | -191.2% | +27.8% |
| All | +28.5% | +283.2% | -254.7% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling