+496.9%
EMR vs BIL
+30.8%
+466.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.5% |
| 7D | +2.1% | +0.1% | +2.1% | +2.6% |
| 30D | +4.8% | 0.0% | +4.8% | +4.6% |
| 3M | +7.5% | +0.6% | +6.9% | +11.2% |
| 6M | +20.9% | +1.5% | +19.3% | +31.8% |
| YTD | +29.2% | +2.8% | +26.4% | +51.1% |
| 1Y | +33.0% | +3.3% | +29.6% | +60.5% |
| 3Y | +109.8% | +13.4% | +96.3% | +330.1% |
| 5Y | +91.9% | +19.8% | +72.1% | +446.6% |
| 10Y | +301.5% | +25.6% | +275.9% | +1,444.0% |
| All | +496.9% | +30.8% | +466.1% | +2,095.2% |
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