+30.7%
BIL vs ENB
+548.9%
-518.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | 0.0% |
| 7D | -0.3% | -5.2% | +4.9% | -0.3% |
| 30D | 0.0% | +2.2% | -2.2% | 0.0% |
| 3M | +0.6% | -8.1% | +8.7% | +0.6% |
| 6M | +1.5% | -11.2% | +12.7% | +1.5% |
| YTD | +2.8% | +2.0% | +0.8% | +2.8% |
| 1Y | +3.3% | +4.1% | -0.7% | +3.4% |
| 3Y | +13.5% | +64.7% | -51.3% | +13.6% |
| 5Y | +19.8% | +46.6% | -26.8% | +19.9% |
| 10Y | +25.6% | +102.7% | -77.1% | +25.7% |
| All | +30.7% | +548.9% | -518.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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