+27.4%
USFR vs RVTY
+215.2%
-187.7%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +0.3% | +13.2% | -12.9% | +0.3% |
| 3M | +1.0% | +27.2% | -26.2% | +1.0% |
| 6M | +1.9% | +32.4% | -30.5% | +1.9% |
| YTD | +2.6% | +34.9% | -32.3% | +2.6% |
| 1Y | +4.0% | +52.4% | -48.4% | +4.0% |
| 3Y | +14.1% | +12.3% | +1.8% | +14.1% |
| 5Y | +20.4% | -30.8% | +51.2% | +20.5% |
| 10Y | +28.0% | +150.7% | -122.7% | +27.3% |
| All | +27.4% | +215.2% | -187.7% | +26.7% |
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