+1,161.7%
ASX vs USFR
+28.5%
+1,133.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -19.9% | +0.1% | -20.0% | -20.0% |
| 30D | -30.9% | +0.4% | -31.3% | -31.0% |
| 3M | -15.1% | +1.1% | -16.1% | -15.6% |
| 6M | -6.5% | +2.1% | -8.5% | -7.6% |
| YTD | +98.4% | +3.4% | +95.0% | +94.4% |
| 1Y | +107.9% | +4.1% | +103.8% | +102.7% |
| 3Y | +325.3% | +14.4% | +310.9% | +288.4% |
| 5Y | +447.3% | +21.3% | +426.0% | +380.4% |
| 10Y | +763.2% | +28.5% | +734.7% | +632.0% |
| All | +1,161.7% | +28.5% | +1,133.2% | +929.5% |
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 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