+511.8%
BR vs USFR
+27.5%
+484.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | +6.4% | +0.3% | +6.1% | +6.3% |
| 3M | +13.6% | +1.0% | +12.6% | +13.3% |
| 6M | -6.7% | +1.9% | -8.6% | -7.3% |
| YTD | -21.1% | +2.6% | -23.7% | -21.8% |
| 1Y | -29.6% | +4.0% | -33.6% | -30.5% |
| 3Y | -2.4% | +14.1% | -16.5% | -6.5% |
| 5Y | +11.2% | +20.4% | -9.2% | +4.5% |
| 10Y | +191.8% | +28.0% | +163.8% | +169.0% |
| All | +511.8% | +27.5% | +484.2% | +460.8% |
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