+56.7%
BDX vs USFR
+28.1%
+28.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.1% |
| 30D | -2.5% | +0.4% | -2.9% | -2.4% |
| 3M | +21.4% | +1.0% | +20.4% | +21.9% |
| 6M | +10.4% | +2.0% | +8.4% | +11.3% |
| YTD | +18.8% | +2.8% | +16.1% | +20.2% |
| 1Y | +21.7% | +4.1% | +17.6% | +23.7% |
| 3Y | -10.0% | +14.1% | -24.1% | -6.0% |
| 5Y | -1.8% | +20.6% | -22.4% | +3.2% |
| All | +56.7% | +28.1% | +28.5% | +60.0% |
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 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