+954.1%
NDAQ vs USFR
+28.6%
+925.5%
-38.3%
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 | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +18.0% | +0.4% | +17.6% | +17.8% |
| 3M | +11.5% | +1.1% | +10.5% | +11.2% |
| 6M | +21.1% | +2.0% | +19.0% | +20.4% |
| YTD | +12.8% | +3.5% | +9.3% | +11.7% |
| 1Y | +25.7% | +4.1% | +21.6% | +24.3% |
| 3Y | +116.8% | +14.4% | +102.4% | +109.0% |
| 5Y | +67.3% | +21.4% | +45.8% | +58.7% |
| 10Y | +473.3% | +28.6% | +444.8% | +435.7% |
| All | +954.1% | +28.6% | +925.5% | +878.9% |
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