+30.8%
BX vs BIL
+14.1%
+16.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | -2.0% | +0.1% | -2.0% | -1.4% |
| 30D | -2.3% | +0.3% | -2.6% | -0.1% |
| 3M | +18.5% | +0.9% | +17.6% | +27.0% |
| 6M | +23.7% | +1.8% | +21.9% | +39.8% |
| YTD | -10.4% | +2.5% | -12.8% | +5.3% |
| 1Y | -19.6% | +3.7% | -23.3% | +4.4% |
| 3Y | +30.8% | +14.1% | +16.7% | +211.7% |
| All | +30.8% | +14.1% | +16.7% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling