+30.3%
BIL vs A
+526.8%
-496.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | +0.3% | +6.9% | -6.6% | +0.3% |
| 3M | +0.9% | +9.2% | -8.3% | +1.0% |
| 6M | +1.8% | +25.7% | -23.8% | +1.9% |
| YTD | +2.4% | +11.5% | -9.1% | +2.5% |
| 1Y | +3.7% | +18.4% | -14.6% | +3.8% |
| 3Y | +14.2% | +26.6% | -12.4% | +14.2% |
| 5Y | +19.4% | -12.8% | +32.2% | +19.4% |
| 10Y | +25.2% | +247.2% | -222.0% | +25.6% |
| All | +30.3% | +526.8% | -496.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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