+30.4%
BIL vs EXR
+1,857.9%
-1,827.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.3% | +5.2% | -5.5% | -0.3% |
| 30D | 0.0% | +20.9% | -20.9% | 0.0% |
| 3M | +0.3% | +7.7% | -7.4% | +0.3% |
| 6M | +1.2% | +13.2% | -11.9% | +1.3% |
| YTD | +2.5% | +26.5% | -24.0% | +2.5% |
| 1Y | +3.0% | +27.2% | -24.2% | +3.1% |
| 3Y | +13.2% | +71.5% | -58.4% | +13.2% |
| 5Y | +19.4% | +0.4% | +19.1% | +19.5% |
| 10Y | +25.2% | +225.2% | -200.0% | +25.4% |
| All | +30.4% | +1,857.9% | -1,827.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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