+30.8%
BIL vs A
+649.7%
-618.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | 0.0% |
| 7D | +0.1% | +4.8% | -4.7% | +0.1% |
| 30D | 0.0% | +5.6% | -5.7% | 0.0% |
| 3M | +0.6% | +23.6% | -23.0% | +0.6% |
| 6M | +1.5% | +56.4% | -54.9% | +1.6% |
| YTD | +2.8% | +33.4% | -30.6% | +2.8% |
| 1Y | +3.3% | +23.7% | -20.4% | +3.4% |
| 3Y | +13.4% | +71.0% | -57.6% | +13.5% |
| 5Y | +19.8% | +16.8% | +3.0% | +19.9% |
| 10Y | +25.6% | +323.8% | -298.1% | +26.1% |
| All | +30.8% | +649.7% | -618.9% | +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