+131.6%
EFA vs BIL
+30.8%
+100.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +1.2% | +0.1% | +1.2% | +1.7% |
| 30D | +0.9% | 0.0% | +1.0% | +0.8% |
| 3M | -3.4% | +0.6% | -4.0% | -0.1% |
| 6M | +2.0% | +1.5% | +0.5% | +10.9% |
| YTD | +10.4% | +2.8% | +7.6% | +28.6% |
| 1Y | +13.3% | +3.3% | +9.9% | +35.8% |
| 3Y | +65.9% | +13.4% | +52.5% | +236.3% |
| 5Y | +51.5% | +19.8% | +31.6% | +325.6% |
| 10Y | +144.1% | +25.7% | +118.5% | +823.5% |
| All | +131.6% | +30.8% | +100.8% | +804.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling