+533.2%
XYZ vs BIL
+25.3%
+507.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.5% |
| 7D | -1.0% | +0.1% | -1.1% | -0.4% |
| 30D | -1.7% | +0.3% | -2.0% | +0.5% |
| 3M | +16.7% | +0.9% | +15.8% | +24.2% |
| 6M | +26.9% | +1.8% | +25.0% | +43.3% |
| YTD | +27.1% | +2.4% | +24.7% | +49.8% |
| 1Y | +9.3% | +3.7% | +5.5% | +41.0% |
| 3Y | +42.3% | +14.2% | +28.1% | +202.5% |
| 5Y | -69.3% | +19.4% | -88.7% | -27.3% |
| 10Y | +586.8% | +25.2% | +561.6% | +1,507.3% |
| All | +533.2% | +25.3% | +507.9% | +1,376.0% |
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