+965.9%
NDAQ vs USFR
+28.6%
+937.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +16.3% | +0.4% | +15.9% | +16.2% |
| 3M | +15.8% | +1.1% | +14.7% | +15.5% |
| 6M | +24.8% | +2.1% | +22.8% | +24.1% |
| YTD | +14.1% | +3.4% | +10.6% | +13.0% |
| 1Y | +26.5% | +4.1% | +22.4% | +25.1% |
| 3Y | +119.1% | +14.4% | +104.7% | +111.2% |
| 5Y | +70.9% | +21.4% | +49.5% | +62.2% |
| 10Y | +479.7% | +28.5% | +451.2% | +441.7% |
| All | +965.9% | +28.6% | +937.3% | +889.8% |
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