+30.7%
BIL vs BP
+86.8%
-56.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | -11.6% | +11.4% | -0.3% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | +0.6% | +6.7% | -6.1% | +0.6% |
| 6M | +1.5% | +2.2% | -0.6% | +1.5% |
| YTD | +2.8% | +33.0% | -30.2% | +2.8% |
| 1Y | +3.3% | +30.7% | -27.4% | +3.4% |
| 3Y | +13.5% | +44.2% | -30.7% | +13.5% |
| 5Y | +19.8% | +105.1% | -85.4% | +19.9% |
| 10Y | +25.6% | +133.5% | -108.0% | +25.8% |
| All | +30.7% | +86.8% | -56.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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