+210.1%
W vs BIL
+26.1%
+184.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.4% |
| 30D | +6.8% | +0.3% | +6.5% | +7.9% |
| 3M | +10.7% | +1.0% | +9.7% | +13.5% |
| 6M | +86.3% | +1.9% | +84.5% | +95.5% |
| YTD | +11.5% | +3.2% | +8.3% | +19.7% |
| 1Y | +5.1% | +3.7% | +1.4% | +13.9% |
| 3Y | +171.0% | +13.8% | +157.2% | +253.7% |
| 5Y | -56.6% | +20.3% | -76.9% | -29.1% |
| All | +210.1% | +26.1% | +184.0% | +350.9% |
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