+88.0%
UUUU vs USFR
+20.5%
+67.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.1% |
| 7D | -5.0% | +0.1% | -5.1% | -4.1% |
| 30D | -7.8% | +0.3% | -8.1% | -4.0% |
| 3M | -0.4% | +1.0% | -1.4% | +12.3% |
| 6M | -32.9% | +1.9% | -34.8% | -15.6% |
| YTD | -6.3% | +2.7% | -8.9% | +26.8% |
| 1Y | +7.9% | +4.0% | +3.9% | +66.9% |
| 3Y | +85.2% | +14.1% | +71.1% | +759.2% |
| All | +88.0% | +20.5% | +67.5% | +1,416.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling