+20.5%
USFR vs BBAI
-71.8%
+92.3%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -5.4% | +5.4% | +0.1% |
| 30D | +0.3% | -15.3% | +15.6% | +0.3% |
| 3M | +1.0% | -29.9% | +30.8% | +1.0% |
| 6M | +1.9% | -30.7% | +32.6% | +1.9% |
| YTD | +2.7% | -47.8% | +50.5% | +2.7% |
| 1Y | +4.0% | -40.4% | +44.4% | +4.0% |
| 3Y | +14.1% | +66.9% | -52.8% | +14.0% |
| 5Y | +20.5% | -71.4% | +91.9% | +20.3% |
| All | +20.5% | -71.8% | +92.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling