+3,800.0%
FIX vs BIL
+25.6%
+3,774.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.3% |
| 7D | -7.2% | +0.1% | -7.3% | -7.5% |
| 30D | -35.1% | 0.0% | -35.1% | -35.0% |
| 3M | -34.3% | +0.6% | -34.9% | -35.5% |
| 6M | -42.9% | +1.5% | -44.4% | -46.0% |
| YTD | +19.5% | +2.8% | +16.7% | +6.0% |
| 1Y | +16.8% | +3.3% | +13.4% | +0.8% |
| 3Y | +506.7% | +13.4% | +493.3% | +219.4% |
| 5Y | +1,046.7% | +19.8% | +1,026.9% | +316.3% |
| 10Y | +3,800.0% | +25.6% | +3,774.3% | +1,116.7% |
| All | +3,800.0% | +25.6% | +3,774.4% | +1,116.7% |
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