+1,057.8%
TER vs BIL
+26.1%
+1,031.7%
-59.1%
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 | +24.0% | +0.1% | +23.9% | +24.0% |
| 30D | -30.6% | +0.3% | -31.0% | -30.5% |
| 3M | -34.5% | +0.9% | -35.4% | -33.9% |
| 6M | -26.4% | +1.8% | -28.2% | -25.6% |
| YTD | +36.4% | +3.1% | +33.3% | +35.8% |
| 1Y | +47.4% | +3.7% | +43.7% | +46.0% |
| 3Y | +202.6% | +13.8% | +188.8% | +148.9% |
| 5Y | +83.9% | +20.2% | +63.7% | +30.0% |
| All | +1,057.8% | +26.1% | +1,031.7% | +797.0% |
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 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