+777.0%
FIX vs BIL
+14.1%
+762.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.3% |
| 7D | +6.0% | +0.1% | +5.9% | +7.2% |
| 30D | -7.2% | +0.3% | -7.6% | -3.3% |
| 3M | -15.9% | +0.9% | -16.8% | -6.0% |
| 6M | +12.7% | +1.8% | +10.9% | +33.4% |
| YTD | +72.8% | +2.4% | +70.3% | +110.2% |
| 1Y | +122.9% | +3.7% | +119.2% | +196.6% |
| All | +777.0% | +14.1% | +762.8% | +1,519.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling