+53.9%
F vs BIL
+19.4%
+34.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +4.6% | +0.3% | +4.3% | +3.9% |
| 3M | -3.7% | +0.9% | -4.6% | -5.3% |
| 6M | +16.8% | +1.8% | +15.0% | +12.6% |
| YTD | +15.3% | +2.4% | +12.8% | +9.5% |
| 1Y | +31.0% | +3.7% | +27.3% | +21.7% |
| 3Y | +45.4% | +14.2% | +31.3% | +26.8% |
| All | +53.9% | +19.4% | +34.5% | -8.1% |
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