+130.7%
C vs BIL
+19.4%
+111.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.1% |
| 7D | +3.6% | +0.1% | +3.5% | +4.1% |
| 30D | +0.1% | +0.3% | -0.3% | +2.0% |
| 3M | +2.4% | +0.9% | +1.5% | +8.2% |
| 6M | +24.9% | +1.8% | +23.1% | +38.0% |
| YTD | +19.8% | +2.4% | +17.4% | +36.0% |
| 1Y | +44.9% | +3.7% | +41.1% | +74.9% |
| 3Y | +263.0% | +14.2% | +248.8% | +546.5% |
| All | +130.7% | +19.4% | +111.3% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling