+25.3%
BIL vs P
+485.4%
-460.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +0.1% | +6.5% | -6.5% | +0.1% |
| 30D | +0.3% | +18.8% | -18.5% | +0.3% |
| 3M | +0.9% | +26.7% | -25.8% | +0.9% |
| 6M | +1.8% | +62.2% | -60.3% | +1.8% |
| YTD | +2.4% | +48.5% | -46.1% | +2.4% |
| 1Y | +3.7% | +26.4% | -22.7% | +3.7% |
| 3Y | +14.2% | +159.4% | -145.2% | +14.1% |
| 5Y | +19.4% | +275.8% | -256.4% | +19.4% |
| 10Y | +25.2% | +732.0% | -706.8% | +25.2% |
| All | +25.3% | +485.4% | -460.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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