+30.4%
BIL vs ES
+348.6%
-318.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -0.3% | +1.9% | -2.1% | -0.3% |
| 30D | 0.0% | +7.1% | -7.1% | 0.0% |
| 3M | +0.3% | -1.9% | +2.3% | +0.3% |
| 6M | +1.2% | +4.4% | -3.1% | +1.2% |
| YTD | +2.5% | +7.3% | -4.9% | +2.5% |
| 1Y | +3.0% | +2.1% | +0.9% | +3.1% |
| 3Y | +13.2% | +41.8% | -28.7% | +13.2% |
| 5Y | +19.4% | +1.4% | +18.0% | +19.5% |
| 10Y | +25.2% | +86.8% | -61.6% | +25.4% |
| All | +30.4% | +348.6% | -318.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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