-7.8%
LOW vs BIL
+14.1%
-21.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.6% |
| 30D | -10.1% | +0.3% | -10.4% | -9.4% |
| 3M | -2.9% | +0.9% | -3.8% | +0.3% |
| 6M | -19.4% | +1.8% | -21.2% | -13.1% |
| YTD | -15.4% | +2.5% | -17.9% | -6.2% |
| 1Y | -24.9% | +3.7% | -28.6% | -12.2% |
| 3Y | -7.8% | +14.1% | -21.9% | +119.6% |
| All | -7.8% | +14.1% | -21.9% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling