-56.3%
Z vs USFR
+21.3%
-77.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.8% |
| 30D | +8.3% | +0.4% | +7.9% | +7.4% |
| 3M | -11.6% | +1.1% | -12.7% | -13.6% |
| 6M | -33.6% | +2.1% | -35.7% | -36.7% |
| YTD | -56.7% | +3.4% | -60.1% | -59.9% |
| 1Y | -59.1% | +4.1% | -63.2% | -62.7% |
| 3Y | -20.4% | +14.4% | -34.8% | -37.4% |
| All | -56.3% | +21.3% | -77.7% | -73.8% |
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 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