-10.6%
BITO vs BIL
+19.4%
-30.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.5% |
| 7D | -5.8% | +0.1% | -5.9% | -6.4% |
| 30D | +21.1% | +0.3% | +20.8% | +17.1% |
| 3M | +23.5% | +0.9% | +22.6% | +10.7% |
| 6M | +8.3% | +1.8% | +6.5% | -13.1% |
| YTD | -13.9% | +2.5% | -16.3% | -36.2% |
| 1Y | -34.5% | +3.7% | -38.2% | -57.3% |
| 3Y | +147.0% | +14.1% | +132.9% | -47.1% |
| All | -10.6% | +19.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling