-0.8%
BB vs USFR
+28.0%
-28.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -16.0% | +0.3% | -16.4% | -16.0% |
| 3M | -14.5% | +1.0% | -15.5% | -14.5% |
| 6M | +118.6% | +1.9% | +116.6% | +118.9% |
| YTD | +98.9% | +2.7% | +96.3% | +99.3% |
| 1Y | +99.5% | +4.0% | +95.5% | +99.9% |
| 3Y | +65.4% | +14.1% | +51.3% | +69.4% |
| 5Y | -27.6% | +20.5% | -48.1% | -26.8% |
| All | -0.8% | +28.0% | -28.8% | +5.5% |
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