+14.1%
BIL vs UL
+21.6%
-7.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.1% |
| 30D | +0.3% | -0.6% | +0.9% | +0.3% |
| 3M | +0.9% | +9.4% | -8.5% | +0.9% |
| 6M | +1.8% | -4.1% | +5.9% | +1.8% |
| YTD | +2.5% | -2.0% | +4.4% | +2.5% |
| 1Y | +3.7% | -9.0% | +12.7% | +3.7% |
| All | +14.1% | +21.6% | -7.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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