+25.3%
BIL vs Z
+25.1%
+0.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +0.3% | -4.2% | +4.5% | +0.3% |
| 3M | +0.9% | -3.7% | +4.6% | +0.9% |
| 6M | +1.8% | -24.5% | +26.3% | +1.8% |
| YTD | +2.4% | -49.3% | +51.7% | +2.4% |
| 1Y | +3.7% | -58.7% | +62.4% | +3.7% |
| 3Y | +14.2% | -34.1% | +48.3% | +14.2% |
| 5Y | +19.4% | -64.5% | +84.0% | +19.4% |
| 10Y | +25.2% | -0.5% | +25.7% | +25.2% |
| All | +25.3% | +25.1% | +0.2% | +25.3% |
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