+20.2%
BIL vs RACE
+62.4%
-42.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | -4.0% | +4.1% | +0.1% |
| 30D | +0.3% | +3.5% | -3.2% | +0.3% |
| 3M | +0.9% | -0.4% | +1.3% | +0.9% |
| 6M | +1.8% | +23.2% | -21.3% | +1.8% |
| YTD | +3.1% | +11.0% | -7.8% | +3.1% |
| 1Y | +3.7% | -2.2% | +5.9% | +3.7% |
| 3Y | +13.8% | +22.5% | -8.7% | +13.8% |
| 5Y | +20.2% | +63.2% | -42.9% | +20.2% |
| All | +20.2% | +62.4% | -42.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling