+30.7%
BIL vs ED
+440.3%
-409.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | 0.0% | +13.3% | -13.3% | 0.0% |
| 3M | +0.6% | +9.7% | -9.1% | +0.6% |
| 6M | +1.5% | +12.8% | -11.3% | +1.5% |
| YTD | +2.8% | +22.3% | -19.6% | +2.8% |
| 1Y | +3.3% | +26.3% | -22.9% | +3.4% |
| 3Y | +13.5% | +45.0% | -31.5% | +13.5% |
| 5Y | +19.8% | +80.2% | -60.4% | +19.9% |
| 10Y | +25.6% | +129.9% | -104.3% | +25.7% |
| All | +30.7% | +440.3% | -409.5% | +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