+14.4%
FIX vs BIL
+3.0%
+11.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | 0.0% | -15.1% | -15.1% |
| 7D | -18.9% | -0.3% | -18.6% | -19.1% |
| 30D | -36.3% | 0.0% | -36.3% | -34.5% |
| 3M | -38.5% | +0.3% | -38.8% | -24.5% |
| 6M | -42.3% | +1.2% | -43.5% | -7.5% |
| YTD | +17.1% | +2.4% | +14.7% | +89.2% |
| 1Y | +14.4% | +3.0% | +11.4% | +119.4% |
| All | +14.4% | +3.0% | +11.4% | +119.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling