+25.2%
BIL vs ALL
+359.1%
-333.9%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | +0.3% | -5.6% | +5.9% | +0.3% |
| 3M | +0.9% | +17.2% | -16.3% | +0.9% |
| 6M | +1.8% | +23.2% | -21.4% | +1.8% |
| YTD | +2.5% | +23.6% | -21.1% | +2.5% |
| 1Y | +3.7% | +29.2% | -25.5% | +3.7% |
| 3Y | +14.1% | +153.8% | -139.8% | +14.1% |
| 5Y | +19.4% | +116.1% | -96.7% | +19.4% |
| 10Y | +25.2% | +364.8% | -339.6% | +25.1% |
| All | +25.2% | +359.1% | -333.9% | +25.1% |
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