+78.2%
O vs BIL
+25.6%
+52.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.3% | +0.1% | +3.3% | +3.4% |
| 30D | +10.3% | 0.0% | +10.4% | +10.2% |
| 3M | -3.5% | +0.6% | -4.1% | -3.2% |
| 6M | -1.3% | +1.5% | -2.8% | -0.2% |
| YTD | +10.3% | +2.8% | +7.6% | +13.0% |
| 1Y | +10.4% | +3.3% | +7.1% | +13.9% |
| 3Y | +40.0% | +13.4% | +26.6% | +83.4% |
| 5Y | +12.4% | +19.8% | -7.5% | +82.6% |
| 10Y | +78.2% | +25.6% | +52.6% | +274.2% |
| All | +78.2% | +25.6% | +52.6% | +274.2% |
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