-56.8%
W vs BIL
+20.3%
-77.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | +3.2% | +0.3% | +2.9% | +2.3% |
| 3M | +8.3% | +0.9% | +7.4% | +5.1% |
| 6M | +84.3% | +1.8% | +82.5% | +72.2% |
| YTD | +11.0% | +3.1% | +7.9% | -3.7% |
| 1Y | -0.2% | +3.7% | -3.9% | -16.0% |
| 3Y | +157.9% | +13.8% | +144.1% | +2.2% |
| 5Y | -56.8% | +20.2% | -77.0% | -87.5% |
| All | -56.8% | +20.3% | -77.0% | -87.5% |
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