+842.6%
ASX vs USFR
+28.5%
+814.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -12.3% | +0.1% | -12.3% | -12.3% |
| 30D | -26.0% | +0.4% | -26.4% | -26.2% |
| 3M | -8.1% | +1.1% | -9.2% | -8.8% |
| 6M | +1.4% | +2.0% | -0.6% | -0.3% |
| YTD | +115.6% | +3.4% | +112.2% | +108.7% |
| 1Y | +128.0% | +4.1% | +123.9% | +119.0% |
| 3Y | +371.4% | +14.3% | +357.1% | +298.1% |
| 5Y | +469.4% | +21.3% | +448.1% | +343.9% |
| 10Y | +842.6% | +28.5% | +814.2% | +570.5% |
| All | +842.6% | +28.5% | +814.2% | +570.5% |
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