-11.6%
BX vs BIL
+3.3%
-14.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.7% | +0.1% | +3.6% | +4.2% |
| 30D | +8.2% | 0.0% | +8.3% | +6.7% |
| 3M | -12.7% | +0.6% | -13.3% | -12.3% |
| 6M | +1.0% | +1.5% | -0.6% | +7.5% |
| YTD | -17.2% | +2.8% | -20.0% | -26.4% |
| 1Y | -11.6% | +3.3% | -14.9% | -30.9% |
| All | -11.6% | +3.3% | -14.9% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling