+68.9%
EXC vs BIL
+30.4%
+38.5%
-62.3%
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% | -0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.7% |
| 30D | -3.7% | +0.3% | -4.1% | -2.2% |
| 3M | -1.3% | +0.9% | -2.2% | +3.4% |
| 6M | -9.7% | +1.8% | -11.5% | -1.2% |
| YTD | +2.9% | +2.4% | +0.4% | +16.0% |
| 1Y | +4.4% | +3.7% | +0.7% | +25.2% |
| 3Y | +22.2% | +14.2% | +8.0% | +141.4% |
| 5Y | +46.7% | +19.4% | +27.3% | +268.2% |
| 10Y | +155.3% | +25.2% | +130.1% | +739.0% |
| All | +68.9% | +30.4% | +38.5% | +411.7% |
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 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