+50.3%
O vs BIL
+25.3%
+25.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +0.1% | -0.6% | -0.5% |
| 30D | -2.0% | +0.3% | -2.2% | -1.9% |
| 3M | +3.0% | +0.9% | +2.1% | +3.2% |
| 6M | -3.6% | +1.8% | -5.5% | -3.0% |
| YTD | +12.1% | +2.5% | +9.6% | +13.2% |
| 1Y | +8.9% | +3.7% | +5.2% | +11.1% |
| 3Y | +30.3% | +14.1% | +16.3% | +64.2% |
| 5Y | +13.7% | +19.4% | -5.7% | +64.2% |
| 10Y | +50.3% | +25.3% | +25.0% | +154.5% |
| All | +50.3% | +25.3% | +25.0% | +154.5% |
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