+218.3%
C vs BIL
+25.6%
+192.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.2% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | -8.0% | +0.6% | -8.6% | -6.9% |
| 6M | -0.3% | +1.5% | -1.8% | +2.9% |
| YTD | +8.6% | +2.8% | +5.8% | +14.5% |
| 1Y | +25.8% | +3.3% | +22.5% | +33.8% |
| 3Y | +221.2% | +13.4% | +207.7% | +286.9% |
| 5Y | +113.6% | +19.8% | +93.7% | +167.3% |
| 10Y | +218.3% | +25.7% | +192.6% | +273.3% |
| All | +218.3% | +25.6% | +192.7% | +273.3% |
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 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