+504.6%
NOW vs USFR
+28.5%
+476.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -27.0% | +0.4% | -27.4% | -27.4% |
| 3M | -17.7% | +1.1% | -18.8% | -19.0% |
| 6M | +12.7% | +2.0% | +10.7% | +9.5% |
| YTD | -32.9% | +3.4% | -36.3% | -36.0% |
| 1Y | -40.4% | +4.1% | -44.5% | -43.6% |
| 3Y | -17.1% | +14.3% | -31.4% | -31.2% |
| 5Y | -25.7% | +21.3% | -47.0% | -43.3% |
| 10Y | +504.6% | +28.5% | +476.1% | +322.0% |
| All | +504.6% | +28.5% | +476.1% | +322.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling