+30.3%
BIL vs ED
+388.9%
-358.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.3% | -0.1% | +0.5% | +0.3% |
| 3M | +0.9% | +3.9% | -3.0% | +0.9% |
| 6M | +1.8% | -3.0% | +4.9% | +1.8% |
| YTD | +2.4% | +10.7% | -8.2% | +2.5% |
| 1Y | +3.7% | +13.3% | -9.6% | +3.7% |
| 3Y | +14.2% | +34.5% | -20.3% | +14.2% |
| 5Y | +19.4% | +67.1% | -47.7% | +19.5% |
| 10Y | +25.2% | +103.0% | -77.8% | +25.4% |
| All | +30.3% | +388.9% | -358.6% | +31.2% |
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