+1,077.0%
TER vs BIL
+25.6%
+1,051.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | -30.8% | 0.0% | -30.8% | -30.4% |
| 3M | -29.9% | +0.6% | -30.6% | -29.1% |
| 6M | -27.5% | +1.5% | -29.0% | -26.5% |
| YTD | +37.5% | +2.8% | +34.7% | +37.1% |
| 1Y | +50.3% | +3.3% | +46.9% | +49.1% |
| 3Y | +204.9% | +13.4% | +191.5% | +150.3% |
| 5Y | +89.2% | +19.8% | +69.3% | +33.0% |
| 10Y | +1,077.0% | +25.7% | +1,051.2% | +796.9% |
| All | +1,077.0% | +25.6% | +1,051.3% | +796.9% |
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