+25.2%
BIL vs ELF
+317.0%
-291.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | +0.1% | -6.8% | +6.8% | +0.1% |
| 30D | +0.3% | +5.1% | -4.8% | +0.3% |
| 3M | +0.9% | +79.8% | -78.9% | +0.9% |
| 6M | +1.8% | +29.7% | -27.9% | +1.8% |
| YTD | +2.5% | +31.6% | -29.2% | +2.5% |
| 1Y | +3.7% | -27.9% | +31.6% | +3.7% |
| 3Y | +14.1% | -26.4% | +40.5% | +14.1% |
| 5Y | +19.4% | +235.6% | -216.2% | +19.4% |
| All | +25.2% | +317.0% | -291.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling