+543.0%
XYZ vs BIL
+25.3%
+517.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | +9.2% | -0.3% | +9.5% | +7.6% |
| 30D | +9.8% | 0.0% | +9.8% | +9.8% |
| 3M | -0.2% | +0.3% | -0.5% | +2.1% |
| 6M | +18.0% | +1.2% | +16.8% | +27.8% |
| YTD | +29.1% | +2.4% | +26.7% | +52.2% |
| 1Y | +14.1% | +3.0% | +11.1% | +40.7% |
| 3Y | +72.6% | +13.1% | +59.5% | +249.5% |
| 5Y | -64.6% | +19.4% | -84.0% | -15.9% |
| 10Y | +590.0% | +25.2% | +564.8% | +1,518.0% |
| All | +543.0% | +25.3% | +517.7% | +1,402.5% |
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 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