+163.6%
W vs BIL
+25.2%
+138.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.1% |
| 30D | -7.6% | +0.3% | -7.9% | -7.4% |
| 3M | +37.2% | +0.9% | +36.2% | +37.8% |
| 6M | +26.3% | +1.8% | +24.5% | +27.3% |
| YTD | -1.0% | +2.4% | -3.4% | -0.4% |
| 1Y | +20.1% | +3.7% | +16.4% | +20.4% |
| 3Y | +37.8% | +14.2% | +23.6% | +38.8% |
| 5Y | -63.7% | +19.4% | -83.1% | -61.9% |
| 10Y | +156.3% | +25.2% | +131.1% | +116.9% |
| All | +163.6% | +25.2% | +138.4% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling