+694.8%
NOW vs USFR
+28.5%
+666.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -26.0% | +0.4% | -26.4% | -26.3% |
| 3M | -13.1% | +1.1% | -14.2% | -13.8% |
| 6M | +14.5% | +2.1% | +12.5% | +12.8% |
| YTD | -33.4% | +3.4% | -36.8% | -35.1% |
| 1Y | -40.6% | +4.1% | -44.7% | -42.4% |
| 3Y | -16.3% | +14.4% | -30.7% | -24.3% |
| 5Y | -26.3% | +21.3% | -47.7% | -36.2% |
| 10Y | +512.7% | +28.5% | +484.3% | +412.8% |
| All | +694.8% | +28.5% | +666.2% | +564.9% |
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