+977.1%
BE vs USFR
+24.6%
+952.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +23.9% | +0.1% | +23.9% | +24.2% |
| 30D | +27.8% | +0.3% | +27.6% | +29.0% |
| 3M | +3.7% | +1.0% | +2.7% | +7.1% |
| 6M | +78.0% | +1.9% | +76.0% | +88.1% |
| YTD | +209.9% | +2.7% | +207.3% | +230.9% |
| 1Y | +389.6% | +4.0% | +385.6% | +433.9% |
| 3Y | +1,730.6% | +14.0% | +1,716.6% | +2,822.8% |
| 5Y | +1,227.8% | +20.4% | +1,207.4% | +2,497.0% |
| All | +977.1% | +24.6% | +952.5% | +3,850.1% |
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 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