+220.4%
W vs BIL
+25.6%
+194.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.4% | +0.1% | -7.5% | -7.3% |
| 30D | +7.8% | 0.0% | +7.8% | +8.1% |
| 3M | +10.9% | +0.6% | +10.3% | +13.0% |
| 6M | +86.4% | +1.5% | +84.9% | +94.1% |
| YTD | +14.0% | +2.8% | +11.2% | +21.4% |
| 1Y | +3.5% | +3.3% | +0.2% | +11.3% |
| 3Y | +164.8% | +13.4% | +151.3% | +241.0% |
| 5Y | -53.1% | +19.8% | -73.0% | -24.9% |
| 10Y | +220.4% | +25.7% | +194.7% | +348.9% |
| All | +220.4% | +25.6% | +194.8% | +348.9% |
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 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