+592.1%
JPM vs BIL
+25.2%
+566.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.4% | +0.3% | -1.7% | -1.6% |
| 3M | +13.9% | +0.9% | +13.0% | +13.4% |
| 6M | +23.5% | +1.8% | +21.7% | +22.0% |
| YTD | +11.6% | +2.5% | +9.2% | +9.5% |
| 1Y | +21.4% | +3.7% | +17.7% | +17.4% |
| 3Y | +163.4% | +14.1% | +149.4% | +123.1% |
| 5Y | +152.5% | +19.4% | +133.1% | +95.2% |
| 10Y | +592.1% | +25.2% | +566.9% | +417.8% |
| All | +592.1% | +25.2% | +566.9% | +417.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling