+668.0%
BE vs USFR
+25.6%
+642.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | +0.1% | +10.8% | +11.1% |
| 30D | -19.8% | +0.4% | -20.1% | -18.8% |
| 3M | -18.7% | +1.1% | -19.8% | -15.9% |
| 6M | -33.7% | +2.0% | -35.8% | -29.3% |
| YTD | +121.0% | +3.5% | +117.5% | +142.1% |
| 1Y | +85.4% | +4.1% | +81.3% | +104.9% |
| 3Y | +1,709.5% | +14.4% | +1,695.2% | +2,790.7% |
| 5Y | +462.2% | +21.4% | +440.8% | +1,029.5% |
| All | +668.0% | +25.6% | +642.3% | +2,790.1% |
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 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