+19.4%
BIL vs BTDR
+23.8%
-4.4%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | 0.0% |
| 7D | +0.1% | +20.0% | -19.9% | +0.1% |
| 30D | +0.3% | +11.9% | -11.6% | +0.3% |
| 3M | +0.9% | -36.9% | +37.9% | +0.9% |
| 6M | +1.8% | +56.5% | -54.7% | +1.8% |
| YTD | +2.4% | +10.4% | -8.0% | +2.4% |
| 1Y | +3.7% | +3.1% | +0.6% | +3.7% |
| 3Y | +14.2% | -2.6% | +16.8% | +14.2% |
| 5Y | +19.4% | +25.2% | -5.8% | +19.4% |
| All | +19.4% | +23.8% | -4.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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