+118.9%
BFEB vs SPY
+158.4%
-39.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.1% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | -1.3% | -2.4% | +1.1% | +0.3% |
| 3M | +0.4% | -1.2% | +1.6% | +1.2% |
| 6M | +4.0% | +3.3% | +0.7% | +1.7% |
| YTD | +11.1% | +12.3% | -1.2% | +2.6% |
| 1Y | +12.7% | +12.4% | +0.3% | +4.0% |
| 3Y | +58.1% | +78.8% | -20.7% | +5.6% |
| 5Y | +70.5% | +75.2% | -4.7% | +14.3% |
| All | +118.9% | +158.4% | -39.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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