+30.3%
BIL vs ETR
+318.6%
-288.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.9% | -1.3% | +2.2% | +0.9% |
| 6M | +1.8% | +1.9% | -0.1% | +1.8% |
| YTD | +2.4% | +18.2% | -15.7% | +2.5% |
| 1Y | +3.7% | +24.7% | -20.9% | +3.8% |
| 3Y | +14.2% | +150.7% | -136.5% | +14.4% |
| 5Y | +19.4% | +127.0% | -107.6% | +19.6% |
| 10Y | +25.2% | +295.5% | -270.2% | +25.7% |
| All | +30.3% | +318.6% | -288.3% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling