+146.5%
EFA vs BIL
+26.1%
+120.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.2% | +0.1% | +2.2% | +2.3% |
| 30D | +1.4% | +0.3% | +1.0% | +1.5% |
| 3M | -4.2% | +1.0% | -5.1% | -3.7% |
| 6M | +1.9% | +1.9% | 0.0% | +3.1% |
| YTD | +10.2% | +3.2% | +7.0% | +11.8% |
| 1Y | +12.8% | +3.7% | +9.1% | +14.5% |
| 3Y | +65.2% | +13.8% | +51.4% | +64.8% |
| 5Y | +49.8% | +20.3% | +29.6% | +47.2% |
| All | +146.5% | +26.1% | +120.4% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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