+24.4%
BIL vs NTR
+103.7%
-79.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +0.3% | +21.7% | -21.4% | +0.3% |
| 3M | +0.9% | +22.8% | -21.9% | +0.9% |
| 6M | +1.8% | +8.2% | -6.4% | +1.8% |
| YTD | +2.5% | +32.9% | -30.5% | +2.5% |
| 1Y | +3.7% | +45.3% | -41.7% | +3.7% |
| 3Y | +14.1% | +41.7% | -27.6% | +14.1% |
| 5Y | +19.4% | +49.8% | -30.4% | +19.4% |
| All | +24.4% | +103.7% | -79.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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