+190.2%
B vs BIL
+25.2%
+165.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +9.4% | +0.3% | +9.1% | +9.1% |
| 3M | +5.0% | +0.9% | +4.0% | +4.5% |
| 6M | -3.5% | +1.8% | -5.4% | -4.8% |
| YTD | +4.5% | +2.4% | +2.0% | +2.3% |
| 1Y | +67.8% | +3.7% | +64.0% | +62.7% |
| 3Y | +196.7% | +14.2% | +182.5% | +231.2% |
| 5Y | +151.9% | +19.4% | +132.5% | +200.5% |
| All | +190.2% | +25.2% | +165.0% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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