+1,396.2%
ASX vs USFR
+27.5%
+1,368.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +2.0% | +0.3% | +1.7% | +1.8% |
| 3M | -1.3% | +1.0% | -2.3% | -1.9% |
| 6M | +71.4% | +1.9% | +69.5% | +69.4% |
| YTD | +135.3% | +2.6% | +132.7% | +131.5% |
| 1Y | +267.5% | +4.0% | +263.5% | +258.4% |
| 3Y | +388.5% | +14.1% | +374.4% | +346.6% |
| 5Y | +417.1% | +20.4% | +396.7% | +355.9% |
| 10Y | +872.7% | +28.0% | +844.7% | +726.8% |
| All | +1,396.2% | +27.5% | +1,368.7% | +1,126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling