+380.3%
NDAQ vs USFR
+28.0%
+352.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -1.5% | +0.3% | -1.7% | -1.6% |
| 3M | +8.0% | +1.0% | +7.1% | +7.6% |
| 6M | +7.7% | +1.9% | +5.8% | +6.9% |
| YTD | -2.3% | +2.7% | -5.0% | -3.3% |
| 1Y | +0.6% | +4.0% | -3.4% | -1.0% |
| 3Y | +90.9% | +14.0% | +76.9% | +83.3% |
| 5Y | +52.5% | +20.4% | +32.0% | +44.4% |
| 10Y | +380.3% | +28.0% | +352.3% | +345.3% |
| All | +380.3% | +28.0% | +352.3% | +345.3% |
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 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