+25.7%
BIL vs RUN
-33.3%
+59.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | 0.0% |
| 7D | +0.1% | +0.3% | -0.3% | +0.1% |
| 30D | 0.0% | +14.0% | -14.0% | 0.0% |
| 3M | +0.6% | -11.8% | +12.4% | +0.6% |
| 6M | +1.5% | -40.4% | +41.9% | +1.5% |
| YTD | +2.8% | -52.7% | +55.4% | +2.8% |
| 1Y | +3.3% | -52.5% | +55.9% | +3.3% |
| 3Y | +13.4% | -7.7% | +21.1% | +13.4% |
| 5Y | +19.8% | -83.9% | +103.7% | +19.8% |
| 10Y | +25.7% | +84.9% | -59.3% | +25.7% |
| All | +25.7% | -33.3% | +59.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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