+30.8%
BIL vs EL
+510.1%
-479.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | 0.0% | +12.3% | -12.3% | 0.0% |
| 3M | +0.6% | +28.4% | -27.8% | +0.6% |
| 6M | +1.5% | +36.7% | -35.2% | +1.5% |
| YTD | +2.8% | +8.4% | -5.6% | +2.8% |
| 1Y | +3.3% | +25.4% | -22.1% | +3.4% |
| 3Y | +13.4% | +3.4% | +10.0% | +13.5% |
| 5Y | +19.8% | -64.8% | +84.6% | +19.7% |
| 10Y | +25.7% | +63.0% | -37.2% | +26.0% |
| All | +30.8% | +510.1% | -479.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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