+30.7%
BIL vs BN
+538.8%
-508.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | +5.3% | -5.6% | -0.3% |
| 30D | 0.0% | +11.9% | -11.9% | 0.0% |
| 3M | +0.6% | -5.7% | +6.3% | +0.6% |
| 6M | +1.5% | -10.6% | +12.1% | +1.5% |
| YTD | +2.8% | -9.4% | +12.1% | +2.7% |
| 1Y | +3.3% | -8.8% | +12.1% | +3.3% |
| 3Y | +13.5% | +95.6% | -82.1% | +13.6% |
| 5Y | +19.8% | +30.2% | -10.4% | +19.8% |
| 10Y | +25.6% | +277.0% | -251.5% | +25.9% |
| All | +30.7% | +538.8% | -508.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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