+30.3%
BIL vs ALL
+577.1%
-546.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.3% | -1.5% | +1.8% | +0.3% |
| 3M | +0.9% | +23.6% | -22.7% | +1.0% |
| 6M | +1.8% | +22.3% | -20.5% | +1.9% |
| YTD | +2.4% | +26.5% | -24.1% | +2.5% |
| 1Y | +3.7% | +27.0% | -23.3% | +3.8% |
| 3Y | +14.2% | +149.6% | -135.4% | +14.3% |
| 5Y | +19.4% | +118.1% | -98.7% | +19.6% |
| 10Y | +25.2% | +369.0% | -343.8% | +25.6% |
| All | +30.3% | +577.1% | -546.8% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling