+30.9%
BLK vs BIL
+19.4%
+11.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -7.0% | +0.3% | -7.3% | -7.2% |
| 3M | +5.7% | +0.9% | +4.8% | +5.3% |
| 6M | +11.0% | +1.8% | +9.2% | +9.8% |
| YTD | +0.9% | +2.5% | -1.6% | -1.3% |
| 1Y | -1.6% | +3.7% | -5.3% | -5.9% |
| 3Y | +64.5% | +14.1% | +50.4% | -2.5% |
| 5Y | +30.9% | +19.4% | +11.4% | -46.8% |
| All | +30.9% | +19.4% | +11.4% | -46.8% |
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