+30.4%
BIL vs BBY
+246.2%
-215.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | +0.1% | +8.1% | -8.0% | +0.1% |
| 30D | +0.3% | +8.9% | -8.7% | +0.3% |
| 3M | +0.9% | +22.0% | -21.1% | +0.9% |
| 6M | +1.8% | +37.8% | -36.0% | +1.8% |
| YTD | +2.5% | +37.3% | -34.8% | +2.5% |
| 1Y | +3.7% | +21.6% | -17.9% | +3.7% |
| 3Y | +14.1% | +41.5% | -27.4% | +14.1% |
| 5Y | +19.4% | +1.2% | +18.2% | +19.4% |
| 10Y | +25.3% | +237.8% | -212.5% | +25.4% |
| All | +30.4% | +246.2% | -215.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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