+69.0%
F vs BIL
+26.1%
+42.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +3.3% | +0.3% | +3.0% | +3.2% |
| 3M | -11.3% | +0.9% | -12.3% | -11.4% |
| 6M | +5.3% | +1.9% | +3.5% | +5.5% |
| YTD | -2.2% | +3.1% | -5.4% | -2.0% |
| 1Y | -3.5% | +3.7% | -7.2% | -3.2% |
| 3Y | +49.5% | +13.8% | +35.7% | +69.5% |
| 5Y | -13.5% | +20.2% | -33.8% | +4.5% |
| 10Y | +69.0% | +26.1% | +42.9% | +100.0% |
| All | +69.0% | +26.1% | +42.9% | +100.0% |
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