+25.3%
BIL vs EME
+1,301.6%
-1,276.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +0.9% | -0.9% | +0.1% |
| 30D | +0.3% | -8.4% | +8.7% | +0.3% |
| 3M | +0.9% | -3.6% | +4.5% | +0.9% |
| 6M | +1.8% | +3.6% | -1.8% | +1.8% |
| YTD | +2.5% | +22.5% | -20.0% | +2.5% |
| 1Y | +3.7% | +18.2% | -14.5% | +3.7% |
| 3Y | +14.1% | +238.4% | -224.3% | +14.0% |
| 5Y | +19.4% | +550.5% | -531.1% | +19.4% |
| All | +25.3% | +1,301.6% | -1,276.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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