+31.3%
BIL vs EME
+2,105.6%
-2,074.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +8.4% | -8.3% | +0.1% |
| 30D | +0.3% | -11.5% | +11.8% | +0.3% |
| 3M | +1.0% | -20.6% | +21.6% | +0.9% |
| 6M | +1.9% | -28.5% | +30.4% | +1.8% |
| YTD | +3.2% | +8.0% | -4.8% | +3.2% |
| 1Y | +3.7% | +6.8% | -3.1% | +3.7% |
| 3Y | +13.8% | +213.9% | -200.1% | +14.0% |
| 5Y | +20.3% | +414.8% | -394.5% | +20.6% |
| 10Y | +26.2% | +916.9% | -890.8% | +26.7% |
| All | +31.3% | +2,105.6% | -2,074.3% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling