+25.4%
BIL vs FIVE
+873.2%
-847.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +7.3% | -7.3% | +0.1% |
| 30D | 0.0% | +18.1% | -18.1% | 0.0% |
| 3M | +0.6% | +7.7% | -7.1% | +0.6% |
| 6M | +1.5% | +13.6% | -12.1% | +1.5% |
| YTD | +2.8% | +34.6% | -31.8% | +2.8% |
| 1Y | +3.3% | +66.2% | -62.9% | +3.3% |
| 3Y | +13.4% | +43.5% | -30.1% | +13.4% |
| 5Y | +19.8% | +20.7% | -0.8% | +19.9% |
| 10Y | +25.7% | +541.5% | -515.8% | +25.7% |
| All | +25.4% | +873.2% | -847.8% | +25.4% |
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