+7,518.7%
BKNG vs BIL
+30.4%
+7,488.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -7.9% | +0.1% | -7.9% | -7.5% |
| 30D | -15.9% | +0.3% | -16.2% | -14.7% |
| 3M | +11.1% | +0.9% | +10.2% | +16.4% |
| 6M | -0.7% | +1.8% | -2.5% | +9.1% |
| YTD | -15.4% | +2.5% | -17.9% | -3.9% |
| 1Y | -18.5% | +3.7% | -22.2% | -1.3% |
| 3Y | +46.5% | +14.1% | +32.4% | +195.7% |
| 5Y | +98.8% | +19.4% | +79.3% | +416.7% |
| 10Y | +218.4% | +25.3% | +193.1% | +998.2% |
| All | +7,518.7% | +30.4% | +7,488.4% | +29,909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling