+78.4%
V vs USFR
+14.3%
+64.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +0.1% | -0.8% | -0.9% |
| 30D | +9.5% | +0.4% | +9.2% | +8.9% |
| 3M | +16.7% | +1.1% | +15.6% | +14.8% |
| 6M | +32.9% | +2.0% | +30.9% | +28.1% |
| YTD | +21.1% | +3.4% | +17.7% | +11.7% |
| 1Y | +26.6% | +4.1% | +22.6% | +14.1% |
| 3Y | +78.4% | +14.3% | +64.0% | +50.9% |
| All | +78.4% | +14.3% | +64.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling