+97.2%
UUUU vs USFR
+27.6%
+69.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.8% | +0.1% | +1.8% | +1.7% |
| 30D | +1.8% | +0.3% | +1.5% | +1.4% |
| 3M | +1.3% | +1.0% | +0.3% | -0.1% |
| 6M | -26.8% | +1.9% | -28.7% | -28.8% |
| YTD | +0.1% | +2.7% | -2.6% | -3.7% |
| 1Y | +11.2% | +4.0% | +7.3% | +5.1% |
| 3Y | +97.7% | +14.0% | +83.7% | +63.0% |
| 5Y | +127.3% | +20.4% | +106.9% | +70.7% |
| 10Y | +532.6% | +28.0% | +504.6% | +328.8% |
| All | +97.2% | +27.6% | +69.6% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling