+15.8%
BABA vs BIL
+25.6%
-9.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.9% |
| 30D | -5.4% | 0.0% | -5.3% | -5.7% |
| 3M | -17.9% | +0.6% | -18.5% | -18.7% |
| 6M | -24.1% | +1.5% | -25.6% | -25.5% |
| YTD | -27.4% | +2.8% | -30.2% | -31.1% |
| 1Y | -36.1% | +3.3% | -39.4% | -40.2% |
| 3Y | +35.4% | +13.4% | +21.9% | -3.2% |
| 5Y | -30.1% | +19.8% | -49.9% | -59.4% |
| 10Y | +15.8% | +25.6% | -9.8% | +2.7% |
| All | +15.8% | +25.6% | -9.8% | +2.7% |
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