+248.8%
EW vs BIL
+26.1%
+222.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.6% |
| 30D | +22.5% | +0.3% | +22.1% | +23.0% |
| 3M | +13.0% | +0.9% | +12.0% | +14.2% |
| 6M | +37.1% | +1.9% | +35.3% | +39.9% |
| YTD | +24.1% | +3.1% | +21.0% | +27.9% |
| 1Y | +24.2% | +3.7% | +20.6% | +28.5% |
| 3Y | +64.8% | +13.8% | +51.0% | +76.6% |
| 5Y | -7.4% | +20.2% | -27.7% | -8.5% |
| 10Y | +248.8% | +26.1% | +222.6% | +252.7% |
| All | +248.8% | +26.1% | +222.7% | +252.7% |
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