-19.9%
BB vs USFR
+27.5%
-47.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -11.8% | +0.3% | -12.1% | -11.8% |
| 3M | -25.5% | +1.0% | -26.5% | -25.7% |
| 6M | +121.3% | +1.9% | +119.3% | +120.5% |
| YTD | +103.2% | +2.6% | +100.6% | +102.2% |
| 1Y | +102.6% | +4.0% | +98.6% | +101.2% |
| 3Y | +37.5% | +14.1% | +23.4% | +34.8% |
| 5Y | -30.4% | +20.4% | -50.9% | -32.6% |
| 10Y | 0.0% | +28.0% | -28.0% | -4.1% |
| All | -19.9% | +27.5% | -47.4% | -24.8% |
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