+882.1%
BX vs BIL
+30.3%
+851.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +4.1% |
| 7D | +3.3% | +0.1% | +3.2% | +4.2% |
| 30D | +9.6% | 0.0% | +9.6% | +9.2% |
| 3M | -8.7% | +0.6% | -9.3% | -1.7% |
| 6M | +2.2% | +1.5% | +0.7% | +23.0% |
| YTD | -16.2% | +2.8% | -19.0% | +17.4% |
| 1Y | -11.5% | +3.3% | -14.8% | +32.5% |
| 3Y | +41.0% | +13.4% | +27.6% | +569.4% |
| 5Y | +1.1% | +19.8% | -18.7% | +883.8% |
| 10Y | +710.1% | +25.6% | +684.5% | +14,962.5% |
| All | +882.1% | +30.3% | +851.8% | +18,146.3% |
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