+112.5%
NET vs USFR
+20.4%
+92.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -7.0% | +0.1% | -7.0% | -6.8% |
| 30D | -4.8% | +0.3% | -5.1% | -4.0% |
| 3M | +3.8% | +1.0% | +2.8% | +6.8% |
| 6M | +50.0% | +1.9% | +48.1% | +57.4% |
| YTD | +41.5% | +2.6% | +38.9% | +48.9% |
| 1Y | +32.8% | +4.0% | +28.8% | +39.9% |
| 3Y | +335.9% | +14.1% | +321.8% | +401.6% |
| All | +112.5% | +20.4% | +92.0% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling