+20.2%
BIL vs FE
+46.0%
-25.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.3% | +3.9% | -3.6% | +0.3% |
| 3M | +0.9% | -0.1% | +1.0% | +0.9% |
| 6M | +1.8% | +6.1% | -4.2% | +1.8% |
| YTD | +3.1% | +8.1% | -4.9% | +3.1% |
| 1Y | +3.7% | +4.4% | -0.7% | +3.7% |
| 3Y | +13.8% | +49.0% | -35.2% | +13.8% |
| 5Y | +20.2% | +46.1% | -25.9% | +20.2% |
| All | +20.2% | +46.0% | -25.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling