+97.2%
BP vs USFR
+27.5%
+69.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | +0.1% | +3.9% | +3.9% |
| 30D | +7.6% | +0.3% | +7.3% | +7.4% |
| 3M | +0.7% | +1.0% | -0.3% | +0.1% |
| 6M | +15.5% | +1.9% | +13.5% | +14.2% |
| YTD | +30.8% | +2.6% | +28.2% | +28.9% |
| 1Y | +34.3% | +4.0% | +30.3% | +31.3% |
| 3Y | +35.1% | +14.1% | +20.9% | +25.4% |
| 5Y | +126.8% | +20.4% | +106.4% | +104.3% |
| 10Y | +123.4% | +28.0% | +95.4% | +95.2% |
| All | +97.2% | +27.5% | +69.7% | +72.2% |
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