+3,553.2%
FIX vs BIL
+26.1%
+3,527.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | +9.4% | +0.1% | +9.4% | +9.1% |
| 30D | -27.8% | +0.3% | -28.1% | -28.7% |
| 3M | -35.6% | +1.0% | -36.5% | -37.7% |
| 6M | -45.2% | +1.9% | -47.1% | -49.0% |
| YTD | +19.5% | +3.2% | +16.3% | +3.9% |
| 1Y | +24.2% | +3.7% | +20.5% | +5.3% |
| 3Y | +494.2% | +13.8% | +480.3% | +201.7% |
| 5Y | +1,036.1% | +20.3% | +1,015.9% | +292.4% |
| All | +3,553.2% | +26.1% | +3,527.1% | +954.3% |
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 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