+1,007.5%
ASX vs USFR
+28.5%
+979.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -20.4% | +0.4% | -20.8% | -20.7% |
| 3M | -2.1% | +1.1% | -3.2% | -2.9% |
| 6M | +8.2% | +2.1% | +6.2% | +6.4% |
| YTD | +137.3% | +3.4% | +133.8% | +129.7% |
| 1Y | +155.0% | +4.1% | +150.9% | +145.1% |
| 3Y | +397.9% | +14.4% | +383.5% | +320.8% |
| 5Y | +529.2% | +21.4% | +507.8% | +390.8% |
| 10Y | +1,007.5% | +28.5% | +979.0% | +692.0% |
| All | +1,007.5% | +28.5% | +979.0% | +692.0% |
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