+838.3%
NDAQ vs USFR
+27.5%
+810.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +2.5% | +0.3% | +2.2% | +2.4% |
| 3M | +9.9% | +1.0% | +8.9% | +9.6% |
| 6M | +9.4% | +1.9% | +7.5% | +8.8% |
| YTD | +0.4% | +2.6% | -2.2% | -0.3% |
| 1Y | +4.0% | +4.0% | 0.0% | +2.9% |
| 3Y | +94.4% | +14.1% | +80.3% | +87.5% |
| 5Y | +56.7% | +20.4% | +36.3% | +49.1% |
| 10Y | +375.3% | +28.0% | +347.3% | +344.6% |
| All | +838.3% | +27.5% | +810.8% | +773.3% |
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