+23.3%
BIL vs REPL
-7.7%
+31.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | -5.7% | +5.8% | +0.1% |
| 30D | +0.3% | +22.5% | -22.2% | +0.3% |
| 3M | +0.9% | +64.7% | -63.8% | +0.9% |
| 6M | +1.8% | +83.0% | -81.2% | +1.8% |
| YTD | +2.5% | +52.0% | -49.5% | +2.5% |
| 1Y | +3.7% | +144.5% | -140.8% | +3.7% |
| 3Y | +14.1% | -25.1% | +39.1% | +14.1% |
| 5Y | +19.4% | -52.9% | +72.3% | +19.4% |
| All | +23.3% | -7.7% | +31.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling