-14.5%
Z vs USFR
+28.5%
-43.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | -5.2% | +0.1% | -5.2% | -5.3% |
| 30D | +5.7% | +0.4% | +5.4% | +5.2% |
| 3M | -8.7% | +1.1% | -9.8% | -10.1% |
| 6M | -26.0% | +2.0% | -28.0% | -28.1% |
| YTD | -55.0% | +3.4% | -58.5% | -57.2% |
| 1Y | -58.0% | +4.1% | -62.1% | -60.5% |
| 3Y | -15.2% | +14.3% | -29.5% | -30.4% |
| 5Y | -53.8% | +21.3% | -75.1% | -65.6% |
| 10Y | -14.5% | +28.5% | -43.0% | -43.2% |
| All | -14.5% | +28.5% | -43.0% | -43.2% |
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