+62.1%
EMR vs BIL
+14.1%
+48.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +2.1% |
| 7D | -1.5% | +0.1% | -1.6% | -0.7% |
| 30D | -5.6% | +0.3% | -5.9% | -2.3% |
| 3M | +7.9% | +0.9% | +7.0% | +18.8% |
| 6M | +6.0% | +1.8% | +4.2% | +25.4% |
| YTD | +16.4% | +2.4% | +14.0% | +44.3% |
| 1Y | +16.6% | +3.7% | +12.9% | +59.9% |
| All | +62.1% | +14.1% | +48.0% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling