+30.4%
BIL vs FDX
+338.3%
-307.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | 0.0% |
| 7D | -0.3% | -1.6% | +1.4% | -0.3% |
| 30D | 0.0% | +6.6% | -6.6% | 0.0% |
| 3M | +0.3% | -2.1% | +2.4% | +0.3% |
| 6M | +1.2% | +2.2% | -0.9% | +1.2% |
| YTD | +2.5% | +33.9% | -31.5% | +2.5% |
| 1Y | +3.0% | +50.2% | -47.2% | +3.1% |
| 3Y | +13.2% | +65.5% | -52.4% | +13.2% |
| 5Y | +19.4% | +74.1% | -54.6% | +19.5% |
| 10Y | +25.2% | +156.7% | -131.5% | +25.4% |
| All | +30.4% | +338.3% | -307.9% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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