+26.1%
BIL vs ETR
+378.9%
-352.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +0.3% | +7.0% | -6.7% | +0.3% |
| 3M | +1.0% | +4.6% | -3.6% | +1.0% |
| 6M | +1.9% | +0.1% | +1.7% | +1.9% |
| YTD | +3.2% | +23.2% | -20.0% | +3.2% |
| 1Y | +3.7% | +20.6% | -16.9% | +3.7% |
| 3Y | +13.8% | +156.3% | -142.4% | +13.8% |
| 5Y | +20.3% | +159.6% | -139.4% | +20.2% |
| All | +26.1% | +378.9% | -352.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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