-26.6%
U vs BIL
+20.1%
-46.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +0.1% | +2.8% | +3.1% |
| 30D | +7.6% | +0.3% | +7.3% | +9.0% |
| 3M | +12.7% | +0.9% | +11.8% | +17.7% |
| 6M | +87.0% | +1.8% | +85.1% | +106.6% |
| YTD | +13.6% | +3.1% | +10.5% | +36.9% |
| 1Y | +25.3% | +3.7% | +21.6% | +55.2% |
| 3Y | +85.8% | +13.8% | +72.0% | +303.3% |
| 5Y | -74.5% | +20.2% | -94.7% | -47.5% |
| All | -26.6% | +20.1% | -46.7% | +48.9% |
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