+30.4%
BIL vs BNY
+499.3%
-468.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +0.9% | +14.9% | -14.0% | +0.9% |
| 6M | +1.8% | +40.0% | -38.2% | +1.9% |
| YTD | +2.5% | +42.0% | -39.5% | +2.5% |
| 1Y | +3.7% | +56.9% | -53.1% | +3.8% |
| 3Y | +14.1% | +289.9% | -275.7% | +14.3% |
| 5Y | +19.5% | +259.2% | -239.7% | +19.6% |
| 10Y | +25.3% | +413.3% | -388.0% | +25.6% |
| All | +30.4% | +499.3% | -468.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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