+235.5%
EW vs BIL
+25.6%
+209.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +11.0% | -0.3% | +11.3% | +10.5% |
| 30D | +19.1% | 0.0% | +19.1% | +18.9% |
| 3M | +14.4% | +0.6% | +13.7% | +14.9% |
| 6M | +22.8% | +1.5% | +21.2% | +24.4% |
| YTD | +19.8% | +2.8% | +17.1% | +22.4% |
| 1Y | +23.9% | +3.3% | +20.6% | +27.0% |
| 3Y | +52.2% | +13.5% | +38.7% | +60.5% |
| 5Y | -13.9% | +19.8% | -33.7% | -16.9% |
| All | +235.5% | +25.6% | +209.9% | +220.8% |
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