+8,322.6%
FIX vs BIL
+30.3%
+8,292.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | 0.0% | -11.6% | -11.5% |
| 7D | -27.2% | -0.3% | -27.0% | -27.8% |
| 30D | -46.9% | 0.0% | -46.9% | -46.9% |
| 3M | -44.4% | +0.3% | -44.7% | -43.9% |
| 6M | -50.9% | +1.2% | -52.1% | -49.0% |
| YTD | +3.5% | +2.4% | +1.1% | +11.3% |
| 1Y | -2.1% | +3.0% | -5.1% | +7.1% |
| 3Y | +418.7% | +13.1% | +405.6% | +668.0% |
| 5Y | +894.6% | +19.4% | +875.2% | +1,684.1% |
| 10Y | +3,465.5% | +25.2% | +3,440.3% | +7,702.6% |
| All | +8,322.6% | +30.3% | +8,292.3% | +16,559.7% |
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