+19.4%
BIL vs EXE
+188.3%
-168.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | +0.3% | -0.8% | +1.1% | +0.3% |
| 3M | +0.9% | +10.0% | -9.1% | +0.9% |
| 6M | +1.8% | -6.3% | +8.1% | +1.8% |
| YTD | +2.5% | -10.7% | +13.1% | +2.5% |
| 1Y | +3.7% | +2.7% | +1.0% | +3.7% |
| 3Y | +14.1% | +19.1% | -5.0% | +14.1% |
| 5Y | +19.4% | +105.4% | -86.0% | +19.4% |
| All | +19.4% | +188.3% | -168.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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