-68.4%
U vs BIL
+19.4%
-87.9%
-93.1%
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% | +5.7% |
| 7D | +36.6% | -0.3% | +36.8% | +34.3% |
| 30D | +13.3% | 0.0% | +13.3% | +13.1% |
| 3M | +26.2% | +0.3% | +25.9% | +26.3% |
| 6M | +88.7% | +1.2% | +87.5% | +94.8% |
| YTD | +16.6% | +2.5% | +14.1% | +25.5% |
| 1Y | +29.0% | +3.0% | +25.9% | +40.6% |
| 3Y | +99.5% | +13.2% | +86.3% | +146.0% |
| All | -68.4% | +19.4% | -87.9% | -77.5% |
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