+19.3%
BIL vs COMP
-56.6%
+75.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.2% | +8.2% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | 0.0% | -0.8% | +0.7% | 0.0% |
| 3M | +0.3% | -28.1% | +28.4% | +0.3% |
| 6M | +1.2% | +27.0% | -25.8% | +1.2% |
| YTD | +2.4% | -12.8% | +15.2% | +2.4% |
| 1Y | +3.0% | +4.9% | -1.9% | +3.0% |
| 3Y | +13.1% | +321.0% | -307.9% | +13.1% |
| 5Y | +19.4% | -25.6% | +45.0% | +19.4% |
| All | +19.3% | -56.6% | +75.9% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling