+25.4%
BIL vs ESI
+182.6%
-157.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.3% | -8.5% | +8.3% | -0.3% |
| 30D | 0.0% | -15.7% | +15.7% | 0.0% |
| 3M | +0.6% | -18.2% | +18.8% | +0.6% |
| 6M | +1.5% | -28.8% | +30.4% | +1.5% |
| YTD | +2.8% | +26.3% | -23.5% | +2.8% |
| 1Y | +3.3% | +18.2% | -14.9% | +3.3% |
| 3Y | +13.5% | +68.1% | -54.6% | +13.5% |
| 5Y | +19.8% | +28.8% | -9.0% | +19.8% |
| 10Y | +25.6% | +329.8% | -304.3% | +25.5% |
| All | +25.4% | +182.6% | -157.2% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling