-16.9%
Z vs USFR
+28.5%
-45.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -13.1% | +0.1% | -13.1% | -13.2% |
| 30D | +5.9% | +0.4% | +5.5% | +5.3% |
| 3M | -13.7% | +1.1% | -14.8% | -15.0% |
| 6M | -27.1% | +2.1% | -29.2% | -29.3% |
| YTD | -56.8% | +3.4% | -60.3% | -58.9% |
| 1Y | -60.2% | +4.1% | -64.3% | -62.6% |
| 3Y | -19.7% | +14.4% | -34.1% | -34.2% |
| 5Y | -53.7% | +21.4% | -75.1% | -65.6% |
| 10Y | -16.9% | +28.5% | -45.4% | -44.7% |
| All | -16.9% | +28.5% | -45.4% | -44.7% |
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 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