-54.1%
Z vs USFR
+21.3%
-75.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.7% | -10.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | +9.4% | +0.4% | +9.0% | +8.4% |
| 3M | -16.1% | +1.1% | -17.1% | -18.0% |
| 6M | -30.4% | +2.0% | -32.5% | -33.5% |
| YTD | -55.6% | +3.4% | -59.0% | -58.8% |
| 1Y | -58.5% | +4.1% | -62.6% | -62.1% |
| 3Y | -19.6% | +14.4% | -34.1% | -36.5% |
| 5Y | -54.1% | +21.3% | -75.5% | -72.2% |
| All | -54.1% | +21.3% | -75.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling