+30.3%
BIL vs ES
+351.1%
-320.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.3% | -2.0% | +2.3% | +0.3% |
| 3M | +0.9% | +1.7% | -0.7% | +0.9% |
| 6M | +1.8% | -3.5% | +5.4% | +1.8% |
| YTD | +2.4% | +7.9% | -5.5% | +2.5% |
| 1Y | +3.7% | +17.2% | -13.4% | +3.7% |
| 3Y | +14.2% | +29.3% | -15.1% | +14.2% |
| 5Y | +19.4% | -5.7% | +25.2% | +19.4% |
| 10Y | +25.2% | +85.2% | -60.0% | +25.4% |
| All | +30.3% | +351.1% | -320.7% | +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