+566.1%
XYZ vs BIL
+26.1%
+540.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -2.1% | +0.1% | -2.2% | -1.5% |
| 30D | +7.0% | +0.3% | +6.7% | +9.9% |
| 3M | +5.1% | +0.9% | +4.2% | +13.6% |
| 6M | +14.1% | +1.8% | +12.2% | +33.1% |
| YTD | +26.4% | +3.1% | +23.2% | +65.0% |
| 1Y | +25.1% | +3.7% | +21.4% | +71.8% |
| 3Y | +59.7% | +13.8% | +45.9% | +327.6% |
| 5Y | -63.8% | +20.2% | -84.0% | +26.8% |
| All | +566.1% | +26.1% | +540.0% | +2,635.9% |
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