-23.1%
BA vs BIL
+19.4%
-42.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -0.1% | -0.3% | +0.2% | -0.8% |
| 30D | -9.1% | 0.0% | -9.1% | -9.5% |
| 3M | -28.2% | +0.3% | -28.5% | -28.7% |
| 6M | -23.1% | +1.2% | -24.3% | -23.5% |
| YTD | -20.6% | +2.4% | -23.0% | -21.5% |
| 1Y | -12.7% | +3.0% | -15.7% | -13.6% |
| 3Y | -11.6% | +13.1% | -24.7% | -6.6% |
| 5Y | -23.1% | +19.4% | -42.5% | -38.5% |
| All | -23.1% | +19.4% | -42.5% | -38.5% |
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