+163.6%
W vs USFR
+27.9%
+135.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | -4.2% | +0.1% | -4.2% | -4.1% |
| 30D | -7.6% | +0.3% | -7.9% | -7.1% |
| 3M | +37.2% | +1.0% | +36.2% | +39.5% |
| 6M | +26.3% | +1.9% | +24.4% | +30.6% |
| YTD | -1.0% | +2.6% | -3.6% | +3.5% |
| 1Y | +20.1% | +4.0% | +16.1% | +28.3% |
| 3Y | +37.8% | +14.1% | +23.7% | +73.6% |
| 5Y | -63.7% | +20.4% | -84.1% | -49.8% |
| 10Y | +156.3% | +28.0% | +128.3% | +295.1% |
| All | +163.6% | +27.9% | +135.7% | +269.3% |
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 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