+30.8%
BIL vs UL
+273.2%
-242.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | 0.0% | +7.0% | -7.0% | 0.0% |
| 3M | +0.6% | +5.8% | -5.2% | +0.6% |
| 6M | +1.5% | +16.1% | -14.6% | +1.5% |
| YTD | +2.8% | +4.5% | -1.7% | +2.8% |
| 1Y | +3.3% | -1.3% | +4.6% | +3.3% |
| 3Y | +13.4% | +35.0% | -21.5% | +13.4% |
| 5Y | +19.8% | +31.9% | -12.1% | +19.9% |
| 10Y | +25.6% | +99.3% | -73.6% | +25.8% |
| All | +30.8% | +273.2% | -242.4% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling