+2,343.1%
EW vs BIL
+30.4%
+2,312.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +11.0% | -0.3% | +11.3% | +10.3% |
| 30D | +19.1% | 0.0% | +19.1% | +19.1% |
| 3M | +14.4% | +0.3% | +14.0% | +15.3% |
| 6M | +22.8% | +1.2% | +21.5% | +26.6% |
| YTD | +19.8% | +2.5% | +17.4% | +27.2% |
| 1Y | +23.9% | +3.0% | +20.8% | +33.3% |
| 3Y | +52.2% | +13.2% | +39.1% | +105.1% |
| 5Y | -13.9% | +19.4% | -33.4% | +31.5% |
| 10Y | +241.9% | +25.2% | +216.7% | +488.5% |
| All | +2,343.1% | +30.4% | +2,312.7% | +4,085.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling