+763.4%
V vs USFR
+28.6%
+734.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +9.7% | +0.4% | +9.3% | +9.6% |
| 3M | +17.3% | +1.1% | +16.2% | +17.0% |
| 6M | +33.2% | +2.1% | +31.2% | +32.6% |
| YTD | +21.3% | +3.4% | +17.9% | +20.4% |
| 1Y | +27.3% | +4.1% | +23.2% | +26.1% |
| 3Y | +76.1% | +14.4% | +61.7% | +70.7% |
| 5Y | +103.5% | +21.4% | +82.1% | +94.7% |
| 10Y | +454.5% | +28.5% | +425.9% | +426.9% |
| All | +763.4% | +28.6% | +734.8% | +699.7% |
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 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