+25.7%
BIL vs EXEL
+363.4%
-337.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | 0.0% | +17.9% | -17.9% | 0.0% |
| 3M | +0.6% | +33.3% | -32.7% | +0.6% |
| 6M | +1.5% | +46.6% | -45.0% | +1.5% |
| YTD | +2.8% | +61.0% | -58.2% | +2.8% |
| 1Y | +3.3% | +70.4% | -67.1% | +3.3% |
| 3Y | +13.4% | +236.1% | -222.7% | +13.4% |
| 5Y | +19.8% | +284.8% | -265.0% | +19.9% |
| 10Y | +25.7% | +348.4% | -322.8% | +25.8% |
| All | +25.7% | +363.4% | -337.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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