-34.0%
Z vs USFR
+14.1%
-48.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -4.2% | +0.3% | -4.5% | -4.3% |
| 3M | -3.7% | +1.0% | -4.7% | -4.2% |
| 6M | -24.5% | +1.9% | -26.5% | -25.2% |
| YTD | -49.3% | +2.6% | -51.9% | -49.7% |
| 1Y | -58.7% | +4.0% | -62.7% | -58.8% |
| All | -34.0% | +14.1% | -48.1% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling