+19.7%
BIL vs ROIV
+298.6%
-278.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.1% | +9.5% | -9.4% | +0.1% |
| 30D | 0.0% | +21.0% | -21.0% | 0.0% |
| 3M | +0.6% | +18.7% | -18.1% | +0.6% |
| 6M | +1.5% | +44.5% | -43.0% | +1.5% |
| YTD | +2.8% | +92.9% | -90.1% | +2.8% |
| 1Y | +3.3% | +100.2% | -96.9% | +3.3% |
| 3Y | +13.4% | +375.0% | -361.6% | +13.4% |
| 5Y | +19.8% | +435.2% | -415.3% | +19.8% |
| All | +19.7% | +298.6% | -278.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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