+271.2%
EW vs BIL
+26.1%
+245.1%
-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% | +1.2% | +1.3% |
| 7D | +4.9% | +0.1% | +4.8% | +5.0% |
| 30D | +23.9% | +0.3% | +23.6% | +24.4% |
| 3M | +15.8% | +1.0% | +14.8% | +16.7% |
| 6M | +31.7% | +1.9% | +29.8% | +33.7% |
| YTD | +25.7% | +3.2% | +22.5% | +28.4% |
| 1Y | +24.4% | +3.7% | +20.7% | +27.4% |
| 3Y | +65.9% | +13.8% | +52.0% | +70.3% |
| 5Y | -7.6% | +20.3% | -27.9% | -15.2% |
| All | +271.2% | +26.1% | +245.1% | +216.3% |
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