+214.8%
B vs BIL
+26.1%
+188.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -3.3% | +0.3% | -3.7% | -3.7% |
| 3M | -7.8% | +1.0% | -8.7% | -8.5% |
| 6M | -15.5% | +1.9% | -17.4% | -16.5% |
| YTD | -12.3% | +3.2% | -15.4% | -14.2% |
| 1Y | +5.4% | +3.7% | +1.7% | +2.5% |
| 3Y | +165.5% | +13.8% | +151.7% | +192.6% |
| 5Y | +107.0% | +20.3% | +86.8% | +151.2% |
| All | +214.8% | +26.1% | +188.7% | +237.3% |
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