+30.7%
BIL vs A
+627.2%
-596.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | 0.0% | +3.4% | -3.4% | 0.0% |
| 3M | +0.6% | +23.8% | -23.2% | +0.6% |
| 6M | +1.5% | +49.0% | -47.5% | +1.6% |
| YTD | +2.8% | +29.4% | -26.6% | +2.8% |
| 1Y | +3.3% | +19.4% | -16.0% | +3.4% |
| 3Y | +13.5% | +66.2% | -52.7% | +13.6% |
| 5Y | +19.8% | +15.8% | +4.0% | +19.8% |
| 10Y | +25.6% | +326.1% | -300.5% | +26.0% |
| All | +30.7% | +627.2% | -596.4% | +31.5% |
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