+30.4%
BIL vs NTRS
+366.3%
-336.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | 0.0% |
| 7D | +0.1% | +0.3% | -0.3% | +0.1% |
| 30D | +0.3% | +0.2% | +0.1% | +0.3% |
| 3M | +0.9% | +13.2% | -12.3% | +0.9% |
| 6M | +1.8% | +36.9% | -35.1% | +1.8% |
| YTD | +2.5% | +39.1% | -36.6% | +2.5% |
| 1Y | +3.7% | +50.4% | -46.8% | +3.7% |
| 3Y | +14.1% | +166.8% | -152.7% | +14.2% |
| 5Y | +19.4% | +92.9% | -73.5% | +19.5% |
| 10Y | +25.2% | +255.7% | -230.4% | +25.5% |
| All | +30.4% | +366.3% | -336.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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