+114.4%
EEM vs BIL
+30.8%
+83.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | -0.9% | +0.1% | -0.9% | -0.3% |
| 30D | -9.3% | 0.0% | -9.3% | -9.5% |
| 3M | -7.1% | +0.6% | -7.7% | -2.7% |
| 6M | -10.4% | +1.5% | -11.9% | +0.5% |
| YTD | +11.3% | +2.8% | +8.5% | +37.0% |
| 1Y | +11.3% | +3.3% | +7.9% | +42.4% |
| 3Y | +69.6% | +13.4% | +56.2% | +344.6% |
| 5Y | +33.6% | +19.8% | +13.8% | +447.1% |
| 10Y | +114.1% | +25.7% | +88.5% | +1,222.8% |
| All | +114.4% | +30.8% | +83.6% | +1,363.7% |
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