+13.8%
BIL vs S
+41.6%
-27.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.3% | -2.7% | +3.1% | +0.3% |
| 3M | +1.0% | -6.9% | +7.8% | +1.0% |
| 6M | +1.9% | +38.1% | -36.2% | +1.9% |
| YTD | +3.2% | +48.0% | -44.8% | +3.2% |
| 1Y | +3.7% | +34.5% | -30.8% | +3.7% |
| 3Y | +13.8% | +38.3% | -24.5% | +13.9% |
| All | +13.8% | +41.6% | -27.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling