+28.5%
USFR vs RVTY
+280.2%
-251.7%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +4.1% | -4.0% | +0.1% |
| 30D | +0.4% | +1.3% | -0.9% | +0.4% |
| 3M | +1.0% | +33.3% | -32.2% | +1.0% |
| 6M | +2.0% | +58.3% | -56.3% | +2.0% |
| YTD | +3.4% | +62.7% | -59.2% | +3.4% |
| 1Y | +4.1% | +67.2% | -63.1% | +4.0% |
| 3Y | +14.4% | +87.3% | -72.9% | +14.3% |
| 5Y | +21.4% | -13.4% | +34.8% | +21.4% |
| 10Y | +28.5% | +217.2% | -188.7% | +27.8% |
| All | +28.5% | +280.2% | -251.7% | +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