+468.0%
UUUU vs USFR
+28.1%
+439.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -10.5% | +0.1% | -10.6% | -10.7% |
| 30D | -10.5% | +0.4% | -10.9% | -11.0% |
| 3M | -14.1% | +1.0% | -15.2% | -15.5% |
| 6M | -35.5% | +2.0% | -37.5% | -37.6% |
| YTD | -10.9% | +2.8% | -13.7% | -15.2% |
| 1Y | +3.4% | +4.1% | -0.7% | -4.1% |
| 3Y | +73.1% | +14.1% | +59.0% | +33.0% |
| 5Y | +87.1% | +20.6% | +66.6% | +19.8% |
| All | +468.0% | +28.1% | +439.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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