+202.8%
TER vs BIL
+19.4%
+183.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.8% |
| 30D | -8.3% | +0.3% | -8.6% | -7.6% |
| 3M | -12.2% | +0.9% | -13.2% | -11.5% |
| 6M | +17.1% | +1.8% | +15.2% | +14.9% |
| YTD | +84.7% | +2.4% | +82.2% | +77.0% |
| 1Y | +199.9% | +3.7% | +196.2% | +174.6% |
| 3Y | +232.8% | +14.2% | +218.6% | +49.9% |
| All | +202.8% | +19.4% | +183.4% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling