+1,449.6%
NET vs USFR
+21.8%
+1,427.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -7.0% | +0.1% | -7.0% | -6.9% |
| 30D | -4.8% | +0.3% | -5.1% | -4.3% |
| 3M | +3.8% | +1.0% | +2.8% | +5.8% |
| 6M | +50.0% | +1.9% | +48.1% | +55.0% |
| YTD | +41.5% | +2.6% | +38.9% | +46.8% |
| 1Y | +32.8% | +4.0% | +28.8% | +38.6% |
| 3Y | +335.9% | +14.1% | +321.8% | +388.2% |
| 5Y | +113.8% | +20.4% | +93.4% | +137.1% |
| All | +1,449.6% | +21.8% | +1,427.8% | +1,625.9% |
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