+3,653.2%
FIX vs BIL
+25.6%
+3,627.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.3% |
| 7D | -17.5% | -0.3% | -17.2% | -16.7% |
| 30D | -41.6% | 0.0% | -41.6% | -41.5% |
| 3M | -40.6% | +0.6% | -41.2% | -41.5% |
| 6M | -49.4% | +1.5% | -50.9% | -51.8% |
| YTD | +9.2% | +2.8% | +6.4% | -1.8% |
| 1Y | +6.5% | +3.3% | +3.1% | -6.7% |
| 3Y | +448.7% | +13.5% | +435.2% | +207.9% |
| 5Y | +948.7% | +19.8% | +928.9% | +326.3% |
| All | +3,653.2% | +25.6% | +3,627.6% | +1,348.6% |
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