+20.1%
BIL vs COMP
-52.8%
+72.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | +8.9% | -8.8% | +0.1% |
| 30D | +0.3% | +14.0% | -13.6% | +0.3% |
| 3M | +0.9% | -21.1% | +22.1% | +0.9% |
| 6M | +1.8% | +20.1% | -18.3% | +1.8% |
| YTD | +3.1% | -5.0% | +8.2% | +3.1% |
| 1Y | +3.7% | +5.7% | -2.0% | +3.7% |
| 3Y | +13.8% | +412.2% | -398.4% | +13.8% |
| 5Y | +20.2% | -12.1% | +32.3% | +20.3% |
| All | +20.1% | -52.8% | +72.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling