+1,381.0%
NET vs BIL
+20.3%
+1,360.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | -0.3% | -16.1% | -15.3% |
| 30D | -25.8% | 0.0% | -25.8% | -25.2% |
| 3M | -11.5% | +0.3% | -11.8% | -11.6% |
| 6M | +18.9% | +1.2% | +17.7% | +15.6% |
| YTD | +35.2% | +2.4% | +32.8% | +24.9% |
| 1Y | +14.5% | +3.0% | +11.4% | +3.1% |
| 3Y | +313.8% | +13.1% | +300.7% | +125.5% |
| 5Y | +32.6% | +19.4% | +13.2% | -64.6% |
| All | +1,381.0% | +20.3% | +1,360.7% | +155.5% |
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