+72.6%
XYZ vs BIL
+13.5%
+59.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +2.0% |
| 7D | +12.1% | -0.3% | +12.4% | +9.8% |
| 30D | +12.4% | 0.0% | +12.4% | +13.4% |
| 3M | +8.2% | +0.6% | +7.6% | +18.0% |
| 6M | +20.7% | +1.5% | +19.1% | +47.7% |
| YTD | +31.3% | +2.8% | +28.6% | +90.7% |
| 1Y | +20.5% | +3.3% | +17.2% | +95.5% |
| 3Y | +72.6% | +13.5% | +59.1% | +630.4% |
| All | +72.6% | +13.5% | +59.1% | +630.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling