+502.6%
EWT vs BIL
+25.2%
+477.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +4.8% | +0.3% | +4.5% | +4.5% |
| 3M | +11.1% | +0.9% | +10.2% | +10.3% |
| 6M | +54.6% | +1.8% | +52.8% | +51.4% |
| YTD | +71.4% | +2.5% | +69.0% | +66.0% |
| 1Y | +82.1% | +3.7% | +78.4% | +73.2% |
| 3Y | +193.2% | +14.1% | +179.1% | +121.3% |
| 5Y | +146.1% | +19.4% | +126.7% | +62.3% |
| All | +502.6% | +25.2% | +477.4% | +280.6% |
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