+438.1%
EMR vs BIL
+30.4%
+407.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.0% |
| 30D | -5.6% | +0.3% | -5.9% | -3.8% |
| 3M | +7.9% | +0.9% | +7.0% | +14.0% |
| 6M | +6.0% | +1.8% | +4.2% | +17.7% |
| YTD | +16.4% | +2.4% | +14.0% | +33.8% |
| 1Y | +16.6% | +3.7% | +12.9% | +43.9% |
| 3Y | +62.9% | +14.2% | +48.7% | +247.5% |
| 5Y | +60.1% | +19.4% | +40.7% | +346.9% |
| 10Y | +268.8% | +25.2% | +243.5% | +1,290.0% |
| All | +438.1% | +30.4% | +407.7% | +1,842.2% |
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