+196.5%
F vs BIL
+30.3%
+166.2%
-86.9%
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% | -1.0% |
| 7D | +1.4% | -0.3% | +1.6% | -1.2% |
| 30D | +2.0% | 0.0% | +2.1% | +1.9% |
| 3M | -10.4% | +0.3% | -10.7% | -7.4% |
| 6M | +9.7% | +1.2% | +8.5% | +24.1% |
| YTD | -1.2% | +2.4% | -3.6% | +26.6% |
| 1Y | 0.0% | +3.0% | -3.0% | +36.2% |
| 3Y | +41.1% | +13.1% | +28.0% | +424.4% |
| 5Y | -11.4% | +19.4% | -30.8% | +501.2% |
| 10Y | +85.0% | +25.2% | +59.8% | +2,076.4% |
| All | +196.5% | +30.3% | +166.2% | +3,577.5% |
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