+593.0%
BE vs BIL
+23.3%
+569.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.5% |
| 7D | -14.7% | -0.3% | -14.5% | -15.3% |
| 30D | -40.5% | 0.0% | -40.5% | -40.2% |
| 3M | -24.3% | +0.3% | -24.7% | -21.9% |
| 6M | -39.3% | +1.2% | -40.6% | -34.1% |
| YTD | +99.4% | +2.5% | +96.9% | +120.8% |
| 1Y | +26.6% | +3.0% | +23.5% | +41.8% |
| 3Y | +1,616.9% | +13.2% | +1,603.8% | +4,485.1% |
| 5Y | +441.4% | +19.4% | +421.9% | +2,136.3% |
| All | +593.0% | +23.3% | +569.6% | +4,561.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling