+1,251.0%
BE vs USFR
+20.5%
+1,230.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.9% |
| 7D | +29.8% | +0.1% | +29.7% | +30.3% |
| 30D | +26.4% | +0.3% | +26.1% | +29.1% |
| 3M | +9.3% | +1.0% | +8.3% | +16.7% |
| 6M | +105.1% | +1.9% | +103.1% | +128.5% |
| YTD | +219.0% | +2.7% | +216.4% | +261.2% |
| 1Y | +418.8% | +4.0% | +414.7% | +506.9% |
| 3Y | +1,784.6% | +14.0% | +1,770.5% | +4,533.7% |
| 5Y | +1,251.0% | +20.4% | +1,230.6% | +5,790.9% |
| All | +1,251.0% | +20.5% | +1,230.5% | +5,790.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling