+25.3%
BIL vs FDS
+77.6%
-52.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | 0.0% |
| 7D | +0.1% | -5.4% | +5.5% | +0.1% |
| 30D | +0.3% | +1.6% | -1.3% | +0.3% |
| 3M | +0.9% | +17.7% | -16.8% | +0.9% |
| 6M | +1.8% | +29.1% | -27.2% | +1.8% |
| YTD | +2.5% | +1.0% | +1.5% | +2.5% |
| 1Y | +3.7% | -21.6% | +25.3% | +3.7% |
| 3Y | +14.1% | -30.1% | +44.2% | +14.1% |
| 5Y | +19.4% | -20.7% | +40.2% | +19.4% |
| 10Y | +25.3% | +78.3% | -53.0% | +25.3% |
| All | +25.3% | +77.6% | -52.3% | +25.3% |
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