+30.3%
BIL vs NI
+815.9%
-785.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.3% | -3.5% | +3.9% | +0.3% |
| 3M | +0.9% | -9.1% | +10.1% | +0.9% |
| 6M | +1.8% | -11.8% | +13.7% | +1.8% |
| YTD | +2.4% | +1.1% | +1.4% | +2.4% |
| 1Y | +3.7% | +6.7% | -3.0% | +3.7% |
| 3Y | +14.2% | +71.1% | -56.9% | +14.3% |
| 5Y | +19.4% | +94.3% | -74.9% | +19.6% |
| 10Y | +25.2% | +135.8% | -110.6% | +25.5% |
| All | +30.3% | +815.9% | -785.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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