-17.2%
F vs BIL
+20.3%
-37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.4% |
| 30D | 0.0% | +0.3% | -0.3% | -1.4% |
| 3M | -13.2% | +1.0% | -14.2% | -16.3% |
| 6M | -10.2% | +1.9% | -12.1% | -15.7% |
| YTD | -4.9% | +3.2% | -8.1% | -14.9% |
| 1Y | -6.1% | +3.7% | -9.8% | -17.5% |
| 3Y | +46.0% | +13.8% | +32.1% | +4.1% |
| All | -17.2% | +20.3% | -37.5% | -59.3% |
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