+25.6%
BIL vs Z
+6.9%
+18.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | 0.0% |
| 7D | -0.3% | -4.6% | +4.3% | -0.3% |
| 30D | 0.0% | +8.3% | -8.3% | 0.0% |
| 3M | +0.6% | -11.6% | +12.2% | +0.6% |
| 6M | +1.5% | -33.6% | +35.2% | +1.5% |
| YTD | +2.8% | -56.7% | +59.4% | +2.7% |
| 1Y | +3.3% | -59.1% | +62.5% | +3.3% |
| 3Y | +13.5% | -20.4% | +33.9% | +13.5% |
| 5Y | +19.8% | -55.3% | +75.0% | +19.8% |
| 10Y | +25.6% | -14.2% | +39.8% | +25.6% |
| All | +25.6% | +6.9% | +18.8% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling