+143.2%
EEM vs BIL
+30.4%
+112.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +2.1% |
| 7D | +2.3% | +0.1% | +2.2% | +3.0% |
| 30D | +4.5% | +0.3% | +4.2% | +7.2% |
| 3M | -0.1% | +0.9% | -1.0% | +7.4% |
| 6M | +16.9% | +1.8% | +15.1% | +34.2% |
| YTD | +26.2% | +2.4% | +23.8% | +51.5% |
| 1Y | +40.5% | +3.7% | +36.8% | +85.3% |
| 3Y | +86.2% | +14.2% | +72.0% | +415.3% |
| 5Y | +45.5% | +19.4% | +26.0% | +479.6% |
| 10Y | +128.6% | +25.2% | +103.4% | +1,274.5% |
| All | +143.2% | +30.4% | +112.8% | +1,518.7% |
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