-73.3%
U vs BIL
+20.3%
-93.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +27.6% | +0.3% | +27.2% | +27.5% |
| 3M | +15.3% | +1.0% | +14.4% | +16.2% |
| 6M | +96.4% | +1.9% | +94.5% | +101.6% |
| YTD | +19.6% | +3.2% | +16.4% | +26.4% |
| 1Y | +42.1% | +3.7% | +38.4% | +51.0% |
| 3Y | +87.5% | +13.8% | +73.7% | +95.1% |
| All | -73.3% | +20.3% | -93.5% | -86.0% |
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