+82.7%
O vs BIL
+25.7%
+57.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.5% | +0.1% | +3.5% | +3.6% |
| 30D | +10.4% | 0.0% | +10.4% | +10.3% |
| 3M | -2.4% | +0.6% | -3.0% | -2.1% |
| 6M | -1.2% | +1.5% | -2.7% | 0.0% |
| YTD | +10.4% | +2.8% | +7.6% | +13.3% |
| 1Y | +11.4% | +3.3% | +8.1% | +15.1% |
| 3Y | +40.4% | +13.4% | +27.0% | +84.8% |
| 5Y | +12.1% | +19.8% | -7.7% | +83.6% |
| 10Y | +82.7% | +25.7% | +57.1% | +288.1% |
| All | +82.7% | +25.7% | +57.1% | +288.1% |
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