+30.4%
BIL vs NYT
+234.5%
-204.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +0.3% | +2.8% | -2.5% | +0.3% |
| 3M | +0.9% | -9.2% | +10.1% | +0.9% |
| 6M | +1.8% | -17.1% | +18.9% | +1.8% |
| YTD | +2.5% | -3.2% | +5.7% | +2.5% |
| 1Y | +3.7% | +15.7% | -12.0% | +3.7% |
| 3Y | +14.1% | +55.7% | -41.7% | +14.1% |
| 5Y | +19.4% | +39.4% | -19.9% | +19.5% |
| 10Y | +25.2% | +485.6% | -460.3% | +25.5% |
| All | +30.4% | +234.5% | -204.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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