+30.3%
BIL vs M
+12.5%
+17.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | +0.1% |
| 30D | +0.3% | -9.6% | +10.0% | +0.3% |
| 3M | +0.9% | +0.9% | +0.1% | +0.9% |
| 6M | +1.8% | +22.3% | -20.4% | +1.8% |
| YTD | +2.4% | +6.5% | -4.1% | +2.5% |
| 1Y | +3.7% | +38.8% | -35.0% | +3.8% |
| 3Y | +14.2% | +115.9% | -101.7% | +14.2% |
| 5Y | +19.4% | +28.6% | -9.2% | +19.5% |
| 10Y | +25.2% | -2.5% | +27.8% | +25.3% |
| All | +30.3% | +12.5% | +17.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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