+363.4%
NI vs USFR
+27.5%
+335.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | -3.5% | +0.3% | -3.8% | -3.6% |
| 3M | -9.1% | +1.0% | -10.1% | -9.2% |
| 6M | -11.8% | +1.9% | -13.8% | -11.9% |
| YTD | +1.1% | +2.6% | -1.5% | +1.0% |
| 1Y | +6.7% | +4.0% | +2.7% | +6.5% |
| 3Y | +71.1% | +14.1% | +57.0% | +70.6% |
| 5Y | +94.3% | +20.4% | +73.9% | +93.5% |
| 10Y | +135.8% | +28.0% | +107.8% | +135.2% |
| All | +363.4% | +27.5% | +335.8% | +362.6% |
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 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