+25.0%
BIL vs FIVE
+868.1%
-843.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.3% | +12.5% | -12.2% | +0.3% |
| 3M | +0.9% | +31.2% | -30.3% | +1.0% |
| 6M | +1.8% | +14.4% | -12.5% | +1.8% |
| YTD | +2.4% | +33.9% | -31.4% | +2.5% |
| 1Y | +3.7% | +65.1% | -61.3% | +3.7% |
| 3Y | +14.2% | +49.0% | -34.8% | +14.2% |
| 5Y | +19.4% | +30.3% | -10.9% | +19.4% |
| 10Y | +25.2% | +481.1% | -455.9% | +25.3% |
| All | +25.0% | +868.1% | -843.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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