+30.4%
BIL vs MKTX
+1,092.9%
-1,062.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.9% | +41.3% | -40.4% | +0.9% |
| 6M | +1.8% | -11.3% | +13.1% | +1.8% |
| YTD | +2.5% | -8.6% | +11.0% | +2.5% |
| 1Y | +3.7% | -11.1% | +14.8% | +3.7% |
| 3Y | +14.1% | -24.5% | +38.6% | +14.1% |
| 5Y | +19.4% | -61.4% | +80.8% | +19.3% |
| 10Y | +25.3% | +6.8% | +18.4% | +25.4% |
| All | +30.4% | +1,092.9% | -1,062.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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