+790.0%
NOW vs USFR
+28.1%
+761.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -6.1% | +0.1% | -6.1% | -6.2% |
| 30D | +7.5% | +0.3% | +7.2% | +7.0% |
| 3M | +17.5% | +1.0% | +16.6% | +15.9% |
| 6M | +7.9% | +1.9% | +6.0% | +5.2% |
| YTD | -12.4% | +2.7% | -15.0% | -15.4% |
| 1Y | -28.6% | +4.0% | -32.6% | -32.3% |
| 3Y | +11.8% | +14.0% | -2.2% | -6.6% |
| 5Y | +2.6% | +20.4% | -17.8% | -20.5% |
| 10Y | +790.0% | +28.1% | +761.9% | +542.4% |
| All | +790.0% | +28.1% | +761.9% | +542.4% |
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 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