+26.1%
BIL vs ALL
+377.9%
-351.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | +5.0% | -5.0% | +0.1% |
| 30D | +0.3% | +13.3% | -13.0% | +0.3% |
| 3M | +1.0% | +3.2% | -2.2% | +1.0% |
| 6M | +1.9% | +25.3% | -23.5% | +1.9% |
| YTD | +3.2% | +30.5% | -27.3% | +3.2% |
| 1Y | +3.7% | +29.2% | -25.5% | +3.7% |
| 3Y | +13.8% | +119.1% | -105.3% | +13.8% |
| 5Y | +20.3% | +162.6% | -142.3% | +20.3% |
| All | +26.1% | +377.9% | -351.8% | +26.0% |
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