+19.4%
BIL vs EXEL
+195.7%
-176.3%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +0.3% | +6.7% | -6.4% | +0.3% |
| 3M | +0.9% | +11.5% | -10.6% | +0.9% |
| 6M | +1.8% | +38.8% | -37.0% | +1.8% |
| YTD | +2.5% | +31.6% | -29.1% | +2.5% |
| 1Y | +3.7% | +53.0% | -49.3% | +3.7% |
| 3Y | +14.1% | +160.8% | -146.8% | +14.1% |
| 5Y | +19.4% | +190.1% | -170.7% | +19.5% |
| All | +19.4% | +195.7% | -176.3% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling