+13,956.0%
FIX vs BIL
+30.4%
+13,925.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +6.0% | +0.1% | +5.9% | +6.3% |
| 30D | -7.2% | +0.3% | -7.6% | -6.3% |
| 3M | -15.9% | +0.9% | -16.8% | -13.3% |
| 6M | +12.7% | +1.8% | +10.9% | +19.2% |
| YTD | +72.8% | +2.4% | +70.3% | +85.8% |
| 1Y | +122.9% | +3.7% | +119.2% | +149.0% |
| 3Y | +774.3% | +14.2% | +760.2% | +1,235.4% |
| 5Y | +2,049.5% | +19.4% | +2,030.1% | +3,754.0% |
| 10Y | +5,821.5% | +25.2% | +5,796.2% | +12,865.9% |
| All | +13,956.0% | +30.4% | +13,925.7% | +27,705.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling