+19.4%
BIL vs REPL
-54.3%
+73.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +0.3% | +27.1% | -26.8% | +0.3% |
| 3M | +0.9% | +52.4% | -51.4% | +0.9% |
| 6M | +1.8% | +107.4% | -105.6% | +1.8% |
| YTD | +2.4% | +54.7% | -52.3% | +2.4% |
| 1Y | +3.7% | +158.9% | -155.1% | +3.7% |
| 3Y | +14.2% | -23.7% | +37.9% | +14.1% |
| All | +19.4% | -54.3% | +73.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling