+911.5%
BE vs BIL
+23.3%
+888.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.6% |
| 7D | +20.0% | +0.1% | +19.9% | +20.7% |
| 30D | +7.9% | +0.3% | +7.6% | +10.6% |
| 3M | -13.2% | +0.9% | -14.2% | -7.7% |
| 6M | +53.5% | +1.8% | +51.6% | +67.7% |
| YTD | +191.0% | +2.4% | +188.6% | +219.3% |
| 1Y | +360.5% | +3.7% | +356.8% | +423.6% |
| 3Y | +1,568.0% | +14.2% | +1,553.8% | +4,934.8% |
| 5Y | +1,055.2% | +19.4% | +1,035.8% | +4,599.4% |
| All | +911.5% | +23.3% | +888.2% | +6,607.9% |
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