+31.3%
BIL vs NSC
+791.0%
-759.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +0.3% | +1.7% | -1.4% | +0.3% |
| 3M | +1.0% | -2.6% | +3.5% | +1.0% |
| 6M | +1.9% | +6.4% | -4.5% | +1.9% |
| YTD | +3.2% | +15.5% | -12.3% | +3.2% |
| 1Y | +3.7% | +17.6% | -13.9% | +3.7% |
| 3Y | +13.8% | +75.0% | -61.1% | +13.9% |
| 5Y | +20.3% | +32.2% | -11.9% | +20.3% |
| 10Y | +26.2% | +296.6% | -270.4% | +26.5% |
| All | +31.3% | +791.0% | -759.7% | +31.8% |
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