+30.8%
BIL vs FDX
+353.5%
-322.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | 0.0% | +9.3% | -9.3% | 0.0% |
| 3M | +0.6% | +0.5% | +0.1% | +0.6% |
| 6M | +1.5% | +5.3% | -3.8% | +1.5% |
| YTD | +2.8% | +38.6% | -35.8% | +2.8% |
| 1Y | +3.3% | +53.5% | -50.2% | +3.4% |
| 3Y | +13.4% | +74.2% | -60.8% | +13.5% |
| 5Y | +19.8% | +75.3% | -55.4% | +19.9% |
| 10Y | +25.6% | +156.3% | -130.6% | +25.8% |
| All | +30.8% | +353.5% | -322.7% | +31.0% |
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