+30.7%
BIL vs EIX
+112.4%
-81.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.3% | +1.0% | -1.2% | -0.3% |
| 30D | 0.0% | +9.1% | -9.1% | 0.0% |
| 3M | +0.6% | -10.2% | +10.8% | +0.6% |
| 6M | +1.5% | -11.2% | +12.8% | +1.5% |
| YTD | +2.8% | +4.5% | -1.7% | +2.8% |
| 1Y | +3.3% | +10.9% | -7.5% | +3.4% |
| 3Y | +13.5% | +8.4% | +5.1% | +13.5% |
| 5Y | +19.8% | +18.0% | +1.8% | +19.8% |
| 10Y | +25.6% | +30.3% | -4.7% | +25.7% |
| All | +30.7% | +112.4% | -81.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling