+30.8%
BIL vs EAT
+784.0%
-753.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | +0.1% | -5.9% | +6.0% | +0.1% |
| 30D | 0.0% | +0.7% | -0.7% | 0.0% |
| 3M | +0.6% | -14.2% | +14.8% | +0.6% |
| 6M | +1.5% | +40.7% | -39.2% | +1.5% |
| YTD | +2.8% | +36.0% | -33.2% | +2.8% |
| 1Y | +3.3% | +83.1% | -79.7% | +3.3% |
| 3Y | +13.4% | +474.8% | -461.4% | +13.5% |
| 5Y | +19.8% | +347.6% | -327.8% | +19.9% |
| 10Y | +25.7% | +321.5% | -295.9% | +25.8% |
| All | +30.8% | +784.0% | -753.2% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling