-10.6%
BITO vs BIL
+19.5%
-30.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -4.1% |
| 30D | +21.4% | +0.3% | +21.1% | +17.2% |
| 3M | +20.5% | +0.9% | +19.6% | +7.8% |
| 6M | +7.4% | +1.8% | +5.5% | -14.2% |
| YTD | -13.9% | +2.5% | -16.4% | -36.4% |
| 1Y | -35.1% | +3.7% | -38.8% | -57.8% |
| 3Y | +156.8% | +14.1% | +142.7% | -45.3% |
| All | -10.6% | +19.5% | -30.0% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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