+24.9%
BB vs USFR
+28.5%
-3.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +7.7% | +0.4% | +7.3% | +7.7% |
| 3M | +4.0% | +1.0% | +3.0% | +4.1% |
| 6M | +46.6% | +2.0% | +44.6% | +46.8% |
| YTD | +140.6% | +3.4% | +137.2% | +141.2% |
| 1Y | +103.1% | +4.1% | +99.0% | +103.6% |
| 3Y | +150.5% | +14.4% | +136.1% | +156.3% |
| 5Y | -15.4% | +21.4% | -36.8% | -14.5% |
| All | +24.9% | +28.5% | -3.6% | +30.2% |
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