+25.7%
BIL vs Z
-14.8%
+40.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.1% | -13.1% | +13.2% | +0.1% |
| 30D | 0.0% | +5.9% | -5.9% | 0.0% |
| 3M | +0.6% | -13.7% | +14.3% | +0.6% |
| 6M | +1.5% | -27.1% | +28.6% | +1.5% |
| YTD | +2.8% | -56.8% | +59.6% | +2.8% |
| 1Y | +3.3% | -60.2% | +63.6% | +3.3% |
| 3Y | +13.4% | -19.7% | +33.1% | +13.4% |
| 5Y | +19.8% | -53.7% | +73.5% | +19.8% |
| 10Y | +25.7% | -16.9% | +42.6% | +25.7% |
| All | +25.7% | -14.8% | +40.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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