+894.6%
FIX vs BIL
+19.4%
+875.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | 0.0% | -11.6% | -11.6% |
| 7D | -27.2% | -0.3% | -27.0% | -27.2% |
| 30D | -46.9% | 0.0% | -46.9% | -46.6% |
| 3M | -44.4% | +0.3% | -44.7% | -43.7% |
| 6M | -50.9% | +1.2% | -52.1% | -49.7% |
| YTD | +3.5% | +2.4% | +1.1% | +4.3% |
| 1Y | -2.1% | +3.0% | -5.1% | -2.0% |
| 3Y | +418.7% | +13.1% | +405.6% | +306.7% |
| 5Y | +894.6% | +19.4% | +875.2% | +471.4% |
| All | +894.6% | +19.4% | +875.2% | +471.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling