+203.4%
W vs USFR
+28.9%
+174.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.4% | +0.1% | -7.5% | -7.3% |
| 30D | +7.8% | +0.4% | +7.4% | +8.5% |
| 3M | +10.9% | +1.1% | +9.8% | +12.9% |
| 6M | +86.4% | +2.1% | +84.4% | +93.1% |
| YTD | +14.0% | +3.4% | +10.5% | +20.8% |
| 1Y | +3.5% | +4.1% | -0.6% | +10.8% |
| 3Y | +164.8% | +14.4% | +150.4% | +235.0% |
| 5Y | -53.1% | +21.4% | -74.6% | -34.3% |
| 10Y | +220.4% | +28.5% | +191.9% | +396.4% |
| All | +203.4% | +28.9% | +174.4% | +331.1% |
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 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