+3.5%
W vs USFR
+4.1%
-0.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.4% | +0.1% | -7.5% | -6.0% |
| 30D | +7.8% | +0.4% | +7.4% | +14.0% |
| 3M | +10.9% | +1.1% | +9.8% | +32.6% |
| 6M | +86.4% | +2.1% | +84.4% | +147.6% |
| YTD | +14.0% | +3.4% | +10.5% | -8.6% |
| 1Y | +3.5% | +4.1% | -0.6% | -45.3% |
| All | +3.5% | +4.1% | -0.6% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling