+19.4%
BIL vs EIX
+28.1%
-8.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +0.3% | -13.5% | +13.8% | +0.3% |
| 3M | +0.9% | -15.3% | +16.2% | +0.9% |
| 6M | +1.8% | -15.3% | +17.1% | +1.8% |
| YTD | +2.5% | +2.7% | -0.3% | +2.5% |
| 1Y | +3.7% | +17.4% | -13.8% | +3.7% |
| 3Y | +14.1% | -1.3% | +15.4% | +14.1% |
| 5Y | +19.4% | +27.2% | -7.8% | +19.5% |
| All | +19.4% | +28.1% | -8.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling