+26.3%
BIL vs ACWI
+330.1%
-303.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | -0.3% | -4.0% | +3.8% | -0.3% |
| 30D | 0.0% | -5.8% | +5.8% | 0.0% |
| 3M | +0.3% | -5.0% | +5.3% | +0.3% |
| 6M | +1.2% | +0.7% | +0.5% | +1.2% |
| YTD | +2.4% | +8.4% | -6.0% | +2.4% |
| 1Y | +3.0% | +10.1% | -7.1% | +3.1% |
| 3Y | +13.1% | +70.8% | -57.6% | +13.3% |
| 5Y | +19.4% | +55.4% | -36.0% | +19.6% |
| 10Y | +25.2% | +223.3% | -198.2% | +25.7% |
| All | +26.3% | +330.1% | -303.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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