+81.1%
ETN vs BIL
+14.1%
+67.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.2% | +0.1% | +6.2% | +6.7% |
| 30D | -6.7% | +0.3% | -7.0% | -4.8% |
| 3M | +3.6% | +0.9% | +2.7% | +10.4% |
| 6M | +18.3% | +1.8% | +16.5% | +30.3% |
| YTD | +31.5% | +2.5% | +29.0% | +48.7% |
| 1Y | +20.6% | +3.7% | +16.9% | +46.0% |
| All | +81.1% | +14.1% | +67.0% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling