+235.1%
USB vs BIL
+30.4%
+204.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.1% |
| 7D | +1.4% | +0.1% | +1.4% | +1.9% |
| 30D | -1.3% | +0.3% | -1.6% | +0.2% |
| 3M | +15.2% | +0.9% | +14.3% | +20.4% |
| 6M | +18.8% | +1.8% | +17.0% | +29.4% |
| YTD | +21.0% | +2.4% | +18.6% | +35.5% |
| 1Y | +34.0% | +3.7% | +30.3% | +59.1% |
| 3Y | +95.3% | +14.2% | +81.2% | +267.3% |
| 5Y | +40.4% | +19.4% | +21.0% | +230.8% |
| 10Y | +107.3% | +25.2% | +82.1% | +525.6% |
| All | +235.1% | +30.4% | +204.7% | +847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling