+32.6%
NET vs USFR
+21.3%
+11.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | +0.1% | -16.5% | -16.2% |
| 30D | -25.8% | +0.4% | -26.2% | -25.3% |
| 3M | -11.5% | +1.1% | -12.6% | -9.9% |
| 6M | +18.9% | +2.0% | +16.9% | +22.7% |
| YTD | +35.2% | +3.4% | +31.9% | +38.8% |
| 1Y | +14.5% | +4.1% | +10.4% | +16.2% |
| 3Y | +313.8% | +14.4% | +299.4% | +286.4% |
| 5Y | +32.6% | +21.3% | +11.3% | -2.6% |
| All | +32.6% | +21.3% | +11.3% | -2.6% |
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