-54.2%
W vs BIL
+19.4%
-73.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.6% |
| 7D | -3.6% | -0.3% | -3.3% | -2.6% |
| 30D | +7.0% | 0.0% | +7.0% | +7.2% |
| 3M | +7.4% | +0.3% | +7.1% | +6.6% |
| 6M | +69.3% | +1.2% | +68.1% | +62.3% |
| YTD | +11.3% | +2.5% | +8.8% | 0.0% |
| 1Y | +13.2% | +3.0% | +10.2% | -1.4% |
| 3Y | +142.0% | +13.2% | +128.9% | +5.1% |
| All | -54.2% | +19.4% | -73.7% | -84.5% |
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