+39.1%
O vs BIL
+13.8%
+25.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -1.0% |
| 7D | -0.4% | +0.1% | -0.4% | -1.0% |
| 30D | +7.1% | +0.3% | +6.8% | +3.8% |
| 3M | -5.2% | +1.0% | -6.2% | -13.3% |
| 6M | -1.8% | +1.9% | -3.6% | -16.9% |
| YTD | +9.1% | +3.2% | +5.9% | -17.3% |
| 1Y | +9.7% | +3.7% | +6.0% | -20.5% |
| 3Y | +39.1% | +13.8% | +25.3% | -44.0% |
| All | +39.1% | +13.8% | +25.3% | -44.0% |
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