+209.8%
W vs USFR
+28.9%
+180.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +3.3% | +0.1% | +3.2% | +3.4% |
| 30D | +10.5% | +0.4% | +10.2% | +11.2% |
| 3M | +9.6% | +1.1% | +8.6% | +11.6% |
| 6M | +76.4% | +2.0% | +74.4% | +82.5% |
| YTD | +16.4% | +3.4% | +13.0% | +23.2% |
| 1Y | +9.3% | +4.1% | +5.3% | +17.0% |
| 3Y | +172.8% | +14.3% | +158.5% | +244.8% |
| 5Y | -53.4% | +21.3% | -74.7% | -34.8% |
| 10Y | +243.6% | +28.5% | +215.2% | +431.9% |
| All | +209.8% | +28.9% | +180.9% | +339.9% |
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 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