-14.6%
EW vs BIL
+19.4%
-34.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.0% | -0.3% | +11.3% | +11.0% |
| 30D | +19.1% | 0.0% | +19.1% | +18.6% |
| 3M | +14.4% | +0.3% | +14.0% | +13.7% |
| 6M | +22.8% | +1.2% | +21.5% | +21.0% |
| YTD | +19.8% | +2.5% | +17.4% | +15.7% |
| 1Y | +23.9% | +3.0% | +20.8% | +18.3% |
| 3Y | +52.2% | +13.2% | +39.1% | +13.3% |
| All | -14.6% | +19.4% | -34.0% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling