+554.0%
XYZ vs USFR
+29.5%
+524.5%
-86.1%
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 | +12.1% | +0.1% | +12.0% | +12.2% |
| 30D | +12.4% | +0.4% | +12.0% | +12.4% |
| 3M | +8.2% | +1.1% | +7.1% | +8.3% |
| 6M | +20.7% | +2.1% | +18.6% | +20.9% |
| YTD | +31.3% | +3.4% | +27.9% | +31.6% |
| 1Y | +20.5% | +4.1% | +16.4% | +20.8% |
| 3Y | +72.6% | +14.4% | +58.2% | +72.0% |
| 5Y | -64.0% | +21.3% | -85.3% | -65.1% |
| 10Y | +601.8% | +28.5% | +573.3% | +571.5% |
| All | +554.0% | +29.5% | +524.5% | +513.7% |
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