+1,127.6%
BLK vs BIL
+30.4%
+1,097.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.0% |
| 30D | -1.0% | +0.3% | -1.3% | +1.5% |
| 3M | +10.4% | +0.9% | +9.4% | +18.4% |
| 6M | +8.2% | +1.8% | +6.3% | +23.9% |
| YTD | +6.0% | +2.4% | +3.6% | +27.0% |
| 1Y | +3.3% | +3.7% | -0.4% | +35.8% |
| 3Y | +70.3% | +14.2% | +56.1% | +358.8% |
| 5Y | +34.5% | +19.4% | +15.1% | +416.3% |
| 10Y | +281.9% | +25.2% | +256.7% | +2,062.0% |
| All | +1,127.6% | +30.4% | +1,097.2% | +8,206.6% |
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