+580.0%
XYZ vs USFR
+28.1%
+551.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +1.4% | +0.3% | +1.1% | +1.4% |
| 3M | +14.6% | +1.0% | +13.6% | +14.7% |
| 6M | +20.8% | +1.9% | +18.8% | +20.9% |
| YTD | +23.1% | +2.7% | +20.4% | +23.3% |
| 1Y | +5.6% | +4.0% | +1.6% | +6.0% |
| 3Y | +50.9% | +14.0% | +36.9% | +50.3% |
| 5Y | -68.6% | +20.4% | -89.0% | -69.7% |
| 10Y | +580.0% | +28.1% | +551.9% | +559.3% |
| All | +580.0% | +28.1% | +551.9% | +559.3% |
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 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