+25.0%
BIL vs FIVE
+822.5%
-797.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | 0.0% | +17.7% | -17.7% | 0.0% |
| 3M | +0.3% | +4.0% | -3.7% | +0.3% |
| 6M | +1.2% | +2.6% | -1.4% | +1.2% |
| YTD | +2.5% | +27.6% | -25.1% | +2.5% |
| 1Y | +3.0% | +59.9% | -56.9% | +3.1% |
| 3Y | +13.2% | +35.8% | -22.6% | +13.2% |
| 5Y | +19.4% | +14.4% | +5.0% | +19.5% |
| 10Y | +25.2% | +576.1% | -550.9% | +25.3% |
| All | +25.0% | +822.5% | -797.5% | +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