+103.7%
BP vs USFR
+28.6%
+75.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -3.1% | +0.4% | -3.5% | -3.4% |
| 3M | +6.2% | +1.1% | +5.1% | +5.5% |
| 6M | +4.8% | +2.1% | +2.7% | +3.5% |
| YTD | +35.2% | +3.4% | +31.7% | +32.5% |
| 1Y | +27.4% | +4.1% | +23.3% | +24.5% |
| 3Y | +49.8% | +14.4% | +35.4% | +38.8% |
| 5Y | +109.4% | +21.4% | +87.9% | +87.6% |
| 10Y | +135.7% | +28.5% | +107.2% | +105.4% |
| All | +103.7% | +28.6% | +75.2% | +77.0% |
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