+25.2%
BIL vs D
+34.8%
-9.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | +0.3% | -2.6% | +2.9% | +0.3% |
| 3M | +0.9% | 0.0% | +0.9% | +0.9% |
| 6M | +1.8% | +7.4% | -5.5% | +1.8% |
| YTD | +2.4% | +15.9% | -13.4% | +2.4% |
| 1Y | +3.7% | +18.1% | -14.4% | +3.7% |
| 3Y | +14.2% | +58.4% | -44.2% | +14.2% |
| 5Y | +19.4% | +5.2% | +14.2% | +19.4% |
| All | +25.2% | +34.8% | -9.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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