+105.8%
V vs BIL
+20.3%
+85.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | +0.1% | -0.4% | -0.2% |
| 30D | +6.3% | +0.3% | +6.0% | +7.0% |
| 3M | +17.2% | +0.9% | +16.2% | +19.6% |
| 6M | +29.2% | +1.8% | +27.4% | +34.9% |
| YTD | +20.8% | +3.1% | +17.6% | +29.8% |
| 1Y | +25.0% | +3.7% | +21.3% | +35.9% |
| 3Y | +75.3% | +13.8% | +61.5% | +112.7% |
| 5Y | +105.8% | +20.2% | +85.6% | +211.9% |
| All | +105.8% | +20.3% | +85.6% | +211.9% |
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