+30.4%
BIL vs NRG
+270.4%
-240.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | +0.1% | +3.9% | -3.8% | +0.1% |
| 30D | +0.3% | -3.0% | +3.3% | +0.3% |
| 3M | +0.9% | -10.9% | +11.8% | +0.9% |
| 6M | +1.8% | -25.3% | +27.1% | +1.8% |
| YTD | +2.5% | -26.8% | +29.3% | +2.4% |
| 1Y | +3.7% | -23.3% | +27.0% | +3.7% |
| 3Y | +14.1% | +208.6% | -194.5% | +14.3% |
| 5Y | +19.4% | +194.1% | -174.7% | +19.7% |
| 10Y | +25.2% | +1,123.6% | -1,098.4% | +25.9% |
| All | +30.4% | +270.4% | -240.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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