+30.3%
BIL vs EFX
+424.1%
-393.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | 0.0% |
| 7D | +0.1% | -8.6% | +8.7% | +0.1% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +0.9% | +3.8% | -2.9% | +1.0% |
| 6M | +1.8% | -13.5% | +15.3% | +1.8% |
| YTD | +2.4% | -17.7% | +20.1% | +2.4% |
| 1Y | +3.7% | -25.6% | +29.3% | +3.7% |
| 3Y | +14.2% | -12.1% | +26.3% | +14.2% |
| 5Y | +19.4% | -33.8% | +53.2% | +19.4% |
| 10Y | +25.2% | +45.1% | -19.9% | +25.5% |
| All | +30.3% | +424.1% | -393.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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