+162.2%
W vs USFR
+28.0%
+134.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | -3.0% | +0.3% | -3.3% | -3.0% |
| 3M | +40.3% | +1.0% | +39.4% | +40.5% |
| 6M | +32.2% | +1.9% | +30.3% | +32.3% |
| YTD | -0.3% | +2.7% | -2.9% | -0.4% |
| 1Y | +16.2% | +4.0% | +12.2% | +16.0% |
| 3Y | +40.7% | +14.0% | +26.7% | +44.1% |
| 5Y | -62.3% | +20.4% | -82.8% | -62.0% |
| 10Y | +162.2% | +28.0% | +134.2% | +171.1% |
| All | +162.2% | +28.0% | +134.2% | +171.1% |
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