+98.2%
BB vs USFR
+4.1%
+94.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +2.5% |
| 7D | -0.4% | +0.1% | -0.5% | +1.0% |
| 30D | -12.5% | +0.4% | -12.9% | -8.9% |
| 3M | -17.4% | +1.0% | -18.5% | -9.1% |
| 6M | +119.1% | +2.0% | +117.2% | +156.8% |
| YTD | +102.4% | +2.8% | +99.6% | +132.1% |
| 1Y | +98.2% | +4.1% | +94.1% | +66.0% |
| All | +98.2% | +4.1% | +94.1% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling