+25.2%
BIL vs EAT
+370.1%
-344.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +0.1% | -6.8% | +6.9% | +0.1% |
| 30D | +0.3% | -5.4% | +5.7% | +0.3% |
| 3M | +0.9% | +42.8% | -41.8% | +0.9% |
| 6M | +1.8% | +56.5% | -54.7% | +1.8% |
| YTD | +2.5% | +50.0% | -47.6% | +2.5% |
| 1Y | +3.7% | +38.3% | -34.6% | +3.7% |
| 3Y | +14.1% | +591.6% | -577.6% | +14.1% |
| 5Y | +19.4% | +312.6% | -293.2% | +19.4% |
| 10Y | +25.2% | +381.4% | -356.2% | +25.3% |
| All | +25.2% | +370.1% | -344.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling