+138.0%
B vs BIL
+19.4%
+118.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +9.6% | -0.3% | +9.9% | +9.9% |
| 30D | +3.5% | 0.0% | +3.5% | +2.9% |
| 3M | -1.6% | +0.3% | -1.9% | -2.7% |
| 6M | -1.7% | +1.2% | -2.9% | -4.2% |
| YTD | -5.3% | +2.5% | -7.8% | -10.5% |
| 1Y | +27.2% | +3.0% | +24.2% | +18.4% |
| 3Y | +166.1% | +13.2% | +153.0% | +150.7% |
| All | +138.0% | +19.4% | +118.5% | +98.0% |
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