+47.0%
EEM vs BIL
+19.4%
+27.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +4.9% | +0.3% | +4.6% | +4.7% |
| 3M | +5.2% | +0.9% | +4.3% | +4.7% |
| 6M | +20.7% | +1.8% | +18.9% | +17.8% |
| YTD | +26.5% | +2.5% | +24.0% | +21.2% |
| 1Y | +37.8% | +3.7% | +34.2% | +27.7% |
| 3Y | +91.0% | +14.1% | +76.9% | +11.9% |
| 5Y | +47.0% | +19.4% | +27.6% | -42.0% |
| All | +47.0% | +19.4% | +27.6% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling