+192.7%
EXC vs BIL
+26.1%
+166.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +7.8% | +0.3% | +7.5% | +7.6% |
| 3M | +1.9% | +0.9% | +0.9% | +1.4% |
| 6M | +3.4% | +1.8% | +1.5% | +2.6% |
| YTD | +7.6% | +3.1% | +4.4% | +6.8% |
| 1Y | +2.1% | +3.7% | -1.6% | +1.3% |
| 3Y | +29.6% | +13.8% | +15.8% | +30.9% |
| 5Y | +39.5% | +20.2% | +19.3% | +28.9% |
| All | +192.7% | +26.1% | +166.6% | +154.7% |
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 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