+465.0%
JPM vs BIL
+26.1%
+438.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +3.3% | +0.3% | +2.9% | +2.9% |
| 3M | -4.2% | +1.0% | -5.1% | -5.1% |
| 6M | +16.4% | +1.9% | +14.5% | +14.4% |
| YTD | +9.5% | +3.2% | +6.3% | +5.7% |
| 1Y | +14.0% | +3.7% | +10.3% | +9.3% |
| 3Y | +153.1% | +13.8% | +139.2% | +104.9% |
| 5Y | +134.9% | +20.3% | +114.6% | +67.4% |
| All | +465.0% | +26.1% | +438.8% | +272.7% |
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 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