-26.3%
U vs BIL
+19.7%
-46.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +24.4% | +0.1% | +24.3% | +24.8% |
| 30D | +7.4% | 0.0% | +7.4% | +7.0% |
| 3M | +16.8% | +0.6% | +16.2% | +20.3% |
| 6M | +78.8% | +1.5% | +77.2% | +94.7% |
| YTD | +14.0% | +2.8% | +11.2% | +35.0% |
| 1Y | +16.7% | +3.3% | +13.4% | +42.2% |
| 3Y | +86.4% | +13.4% | +73.0% | +297.2% |
| 5Y | -71.5% | +19.8% | -91.3% | -42.4% |
| All | -26.3% | +19.7% | -46.1% | +46.4% |
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