+581.0%
BR vs USFR
+28.6%
+552.4%
-48.2%
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 | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +14.4% | +0.4% | +14.0% | +14.2% |
| 3M | +12.4% | +1.1% | +11.4% | +12.0% |
| 6M | +35.4% | +2.0% | +33.4% | +34.5% |
| YTD | -12.2% | +3.5% | -15.6% | -13.2% |
| 1Y | -12.7% | +4.1% | -16.8% | -13.9% |
| 3Y | +14.3% | +14.4% | -0.1% | +9.3% |
| 5Y | +19.3% | +21.4% | -2.1% | +11.8% |
| 10Y | +278.1% | +28.6% | +249.6% | +248.0% |
| All | +581.0% | +28.6% | +552.4% | +522.5% |
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