+30.3%
BIL vs NSC
+791.6%
-761.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | -5.5% | +5.6% | +0.1% |
| 30D | +0.3% | -3.2% | +3.5% | +0.3% |
| 3M | +0.9% | +7.7% | -6.7% | +1.0% |
| 6M | +1.8% | +4.5% | -2.7% | +1.8% |
| YTD | +2.4% | +15.6% | -13.1% | +2.5% |
| 1Y | +3.7% | +19.8% | -16.1% | +3.7% |
| 3Y | +14.2% | +70.1% | -55.9% | +14.2% |
| 5Y | +19.4% | +46.1% | -26.7% | +19.5% |
| 10Y | +25.2% | +328.1% | -302.9% | +25.5% |
| All | +30.3% | +791.6% | -761.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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