+967.7%
BX vs BIL
+29.9%
+937.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.7% |
| 7D | -4.4% | +0.1% | -4.5% | -3.3% |
| 30D | +0.1% | +0.3% | -0.2% | +4.2% |
| 3M | +16.0% | +0.9% | +15.1% | +30.2% |
| 6M | +21.6% | +1.8% | +19.8% | +52.1% |
| YTD | -8.9% | +2.4% | -11.3% | +22.7% |
| 1Y | -16.6% | +3.7% | -20.3% | +30.9% |
| 3Y | +43.3% | +14.2% | +29.2% | +641.7% |
| 5Y | +25.7% | +19.4% | +6.3% | +1,071.4% |
| 10Y | +689.5% | +25.2% | +664.3% | +13,944.2% |
| All | +967.7% | +29.9% | +937.8% | +18,944.8% |
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