+131.6%
EW vs BIL
+25.2%
+106.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.2% |
| 30D | +1.0% | +0.3% | +0.7% | +1.4% |
| 3M | +2.8% | +0.9% | +1.9% | +4.0% |
| 6M | +5.5% | +1.8% | +3.7% | +7.8% |
| YTD | +5.5% | +2.4% | +3.0% | +8.3% |
| 1Y | +11.0% | +3.7% | +7.3% | +15.1% |
| 3Y | +17.7% | +14.2% | +3.5% | +31.3% |
| 5Y | -25.7% | +19.4% | -45.2% | -21.2% |
| All | +131.6% | +25.2% | +106.4% | +174.8% |
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