+2,387.8%
EW vs BIL
+30.8%
+2,357.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +9.3% | +0.1% | +9.2% | +9.5% |
| 30D | +22.1% | 0.0% | +22.1% | +22.0% |
| 3M | +13.0% | +0.6% | +12.4% | +14.7% |
| 6M | +30.1% | +1.5% | +28.6% | +35.0% |
| YTD | +22.0% | +2.8% | +19.2% | +30.5% |
| 1Y | +23.7% | +3.3% | +20.4% | +34.0% |
| 3Y | +62.0% | +13.4% | +48.6% | +119.5% |
| 5Y | -12.4% | +19.8% | -32.3% | +34.9% |
| 10Y | +236.1% | +25.7% | +210.4% | +483.8% |
| All | +2,387.8% | +30.8% | +2,357.0% | +4,195.7% |
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