+25.7%
BIL vs ESI
+306.3%
-280.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | -6.6% | +6.7% | +0.1% |
| 30D | 0.0% | -9.8% | +9.8% | 0.0% |
| 3M | +0.6% | -11.9% | +12.5% | +0.6% |
| 6M | +1.5% | -25.1% | +26.6% | +1.5% |
| YTD | +2.8% | +31.9% | -29.1% | +2.8% |
| 1Y | +3.3% | +19.2% | -15.9% | +3.3% |
| 3Y | +13.4% | +76.2% | -62.8% | +13.4% |
| 5Y | +19.8% | +39.4% | -19.6% | +19.8% |
| 10Y | +25.7% | +304.9% | -279.2% | +25.7% |
| All | +25.7% | +306.3% | -280.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling