+30.8%
BIL vs ENB
+563.1%
-532.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.1% |
| 30D | 0.0% | +2.0% | -2.0% | 0.0% |
| 3M | +0.6% | -5.8% | +6.4% | +0.6% |
| 6M | +1.5% | -9.7% | +11.2% | +1.5% |
| YTD | +2.8% | +4.2% | -1.4% | +2.8% |
| 1Y | +3.3% | +3.2% | +0.1% | +3.3% |
| 3Y | +13.4% | +70.6% | -57.2% | +13.5% |
| 5Y | +19.8% | +55.1% | -35.3% | +19.9% |
| 10Y | +25.7% | +107.6% | -81.9% | +25.9% |
| All | +30.8% | +563.1% | -532.3% | +31.8% |
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