+25.6%
BIL vs ALL
+367.3%
-341.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -3.9% | +3.9% | +0.1% |
| 30D | 0.0% | +10.6% | -10.7% | 0.0% |
| 3M | +0.6% | -4.6% | +5.1% | +0.6% |
| 6M | +1.5% | +20.2% | -18.7% | +1.5% |
| YTD | +2.8% | +23.7% | -20.9% | +2.8% |
| 1Y | +3.3% | +27.9% | -24.6% | +3.3% |
| 3Y | +13.4% | +109.2% | -95.7% | +13.4% |
| 5Y | +19.8% | +148.0% | -128.2% | +19.8% |
| 10Y | +25.6% | +363.8% | -338.1% | +25.5% |
| All | +25.6% | +367.3% | -341.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling