+30.8%
BIL vs ED
+439.5%
-408.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | 0.0% | +11.6% | -11.6% | 0.0% |
| 3M | +0.6% | +10.5% | -9.9% | +0.6% |
| 6M | +1.5% | +13.2% | -11.7% | +1.5% |
| YTD | +2.8% | +22.1% | -19.4% | +2.8% |
| 1Y | +3.3% | +24.2% | -20.8% | +3.4% |
| 3Y | +13.4% | +46.9% | -33.5% | +13.5% |
| 5Y | +19.8% | +80.8% | -61.0% | +19.9% |
| 10Y | +25.6% | +134.3% | -108.6% | +25.8% |
| All | +30.8% | +439.5% | -408.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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