+100.7%
BP vs USFR
+28.5%
+72.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.9% | +0.1% | -6.9% | -6.9% |
| 30D | -3.6% | +0.4% | -3.9% | -3.8% |
| 3M | +8.4% | +1.1% | +7.4% | +7.7% |
| 6M | +5.3% | +2.0% | +3.3% | +4.1% |
| YTD | +33.2% | +3.4% | +29.8% | +30.5% |
| 1Y | +28.2% | +4.1% | +24.1% | +25.2% |
| 3Y | +49.2% | +14.3% | +34.9% | +38.4% |
| 5Y | +102.9% | +21.3% | +81.6% | +81.9% |
| 10Y | +127.7% | +28.5% | +99.2% | +98.5% |
| All | +100.7% | +28.5% | +72.2% | +74.4% |
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