+157.6%
B vs BIL
+19.4%
+138.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +9.4% | +0.3% | +9.1% | +8.8% |
| 3M | +5.0% | +0.9% | +4.0% | +3.7% |
| 6M | -3.5% | +1.8% | -5.4% | -6.4% |
| YTD | +4.5% | +2.4% | +2.0% | +0.1% |
| 1Y | +67.8% | +3.7% | +64.0% | +56.5% |
| 3Y | +196.7% | +14.2% | +182.5% | +210.0% |
| All | +157.6% | +19.4% | +138.2% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling