-37.5%
U vs BIL
+19.3%
-56.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.9% |
| 30D | -0.6% | +0.3% | -0.9% | +1.1% |
| 3M | +48.4% | +0.9% | +47.5% | +56.5% |
| 6M | +115.4% | +1.8% | +113.6% | +141.6% |
| YTD | -3.2% | +2.5% | -5.7% | +13.2% |
| 1Y | -6.0% | +3.7% | -9.7% | +17.3% |
| 3Y | +13.5% | +14.1% | -0.6% | +150.3% |
| 5Y | -68.0% | +19.4% | -87.4% | -36.1% |
| All | -37.5% | +19.3% | -56.8% | +23.3% |
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