+25.3%
BIL vs RACE
+670.3%
-645.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.3% | +5.7% | -5.9% | -0.3% |
| 30D | 0.0% | +9.3% | -9.3% | 0.0% |
| 3M | +0.3% | +3.8% | -3.5% | +0.3% |
| 6M | +1.2% | +29.8% | -28.6% | +1.2% |
| YTD | +2.4% | +15.6% | -13.2% | +2.4% |
| 1Y | +3.0% | +5.1% | -2.0% | +3.0% |
| 3Y | +13.1% | +30.8% | -17.7% | +13.1% |
| 5Y | +19.4% | +67.4% | -48.0% | +19.4% |
| 10Y | +25.2% | +793.6% | -768.5% | +25.2% |
| All | +25.3% | +670.3% | -645.0% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling