+948.1%
FIX vs BIL
+19.4%
+928.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | -0.3% | -17.2% | -17.5% |
| 30D | -41.6% | 0.0% | -41.6% | -41.3% |
| 3M | -40.6% | +0.3% | -40.9% | -39.8% |
| 6M | -49.4% | +1.2% | -50.6% | -48.2% |
| YTD | +9.2% | +2.5% | +6.7% | +10.0% |
| 1Y | +6.5% | +3.0% | +3.4% | +6.6% |
| 3Y | +448.7% | +13.2% | +435.6% | +330.4% |
| All | +948.1% | +19.4% | +928.6% | +504.9% |
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 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