+1,338.4%
ETN vs BIL
+30.4%
+1,308.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.5% |
| 30D | -7.9% | +0.3% | -8.2% | -6.3% |
| 3M | -1.6% | +0.9% | -2.6% | +3.5% |
| 6M | +16.9% | +1.8% | +15.0% | +28.9% |
| YTD | +30.1% | +2.4% | +27.6% | +48.0% |
| 1Y | +19.3% | +3.7% | +15.6% | +45.2% |
| 3Y | +82.5% | +14.2% | +68.4% | +274.4% |
| 5Y | +166.8% | +19.4% | +147.4% | +609.0% |
| 10Y | +649.7% | +25.2% | +624.5% | +2,563.3% |
| All | +1,338.4% | +30.4% | +1,308.0% | +5,743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling