+635.8%
BX vs BIL
+26.1%
+609.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | +14.2% | +0.3% | +13.9% | +14.9% |
| 3M | -18.7% | +1.0% | -19.7% | -17.5% |
| 6M | +2.5% | +1.9% | +0.6% | +5.6% |
| YTD | -18.8% | +3.2% | -22.0% | -15.1% |
| 1Y | -10.3% | +3.7% | -14.0% | -5.7% |
| 3Y | +35.4% | +13.8% | +21.6% | +36.7% |
| 5Y | +0.3% | +20.3% | -20.0% | -1.2% |
| All | +635.8% | +26.1% | +609.7% | +493.2% |
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