+25.7%
BIL vs FDS
+127.5%
-101.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | 0.0% | +13.5% | -13.5% | 0.0% |
| 3M | +0.6% | +15.2% | -14.6% | +0.6% |
| 6M | +1.5% | +47.0% | -45.5% | +1.5% |
| YTD | +2.8% | +13.9% | -11.1% | +2.8% |
| 1Y | +3.3% | +25.2% | -21.9% | +3.3% |
| 3Y | +13.4% | -25.3% | +38.8% | +13.4% |
| 5Y | +19.8% | -23.3% | +43.1% | +19.8% |
| 10Y | +25.7% | +126.0% | -100.4% | +25.7% |
| All | +25.7% | +127.5% | -101.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling