+911.5%
BE vs USFR
+24.6%
+886.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.4% |
| 7D | +20.0% | +0.1% | +19.9% | +20.2% |
| 30D | +7.9% | +0.3% | +7.6% | +9.0% |
| 3M | -13.2% | +1.0% | -14.2% | -10.3% |
| 6M | +53.5% | +1.9% | +51.5% | +62.2% |
| YTD | +191.0% | +2.6% | +188.4% | +210.3% |
| 1Y | +360.5% | +4.0% | +356.5% | +402.1% |
| 3Y | +1,568.0% | +14.1% | +1,553.9% | +2,572.3% |
| 5Y | +1,055.2% | +20.4% | +1,034.8% | +2,157.8% |
| All | +911.5% | +24.6% | +886.9% | +3,605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling