+55.3%
BE vs USFR
+4.1%
+51.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -12.1% | +0.1% | -12.2% | -7.9% |
| 30D | -30.1% | +0.4% | -30.5% | -16.5% |
| 3M | -12.1% | +1.1% | -13.2% | +53.4% |
| 6M | -30.6% | +2.0% | -32.6% | +121.6% |
| YTD | +130.6% | +3.4% | +127.3% | +524.4% |
| 1Y | +55.3% | +4.1% | +51.2% | +52.1% |
| All | +55.3% | +4.1% | +51.2% | +52.1% |
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