-55.0%
Z vs USFR
+21.4%
-76.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +3.0% | +0.4% | +2.6% | +2.2% |
| 3M | -13.4% | +1.0% | -14.4% | -15.2% |
| 6M | -27.3% | +2.0% | -29.4% | -30.3% |
| YTD | -57.8% | +3.4% | -61.2% | -60.6% |
| 1Y | -60.0% | +4.1% | -64.1% | -63.2% |
| 3Y | -21.5% | +14.4% | -35.9% | -36.3% |
| 5Y | -55.0% | +21.4% | -76.4% | -71.4% |
| All | -55.0% | +21.4% | -76.4% | -71.4% |
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