+1,709.5%
BE vs USFR
+14.4%
+1,695.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.8% |
| 7D | +10.8% | +0.1% | +10.8% | +11.2% |
| 30D | -19.8% | +0.4% | -20.1% | -18.6% |
| 3M | -18.7% | +1.1% | -19.8% | -15.4% |
| 6M | -33.7% | +2.0% | -35.8% | -29.4% |
| YTD | +121.0% | +3.5% | +117.5% | +107.1% |
| 1Y | +85.4% | +4.1% | +81.3% | +58.4% |
| 3Y | +1,709.5% | +14.4% | +1,695.2% | +3,088.1% |
| All | +1,709.5% | +14.4% | +1,695.2% | +3,088.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling