+25.6%
BIL vs FFIV
+132.4%
-106.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | 0.0% | -33.8% | +33.7% | 0.0% |
| 3M | +0.6% | -20.6% | +21.2% | +0.6% |
| 6M | +1.5% | -10.2% | +11.8% | +1.5% |
| YTD | +2.8% | +24.5% | -21.7% | +2.8% |
| 1Y | +3.3% | +29.3% | -26.0% | +3.3% |
| 3Y | +13.4% | +103.8% | -90.4% | +13.4% |
| 5Y | +19.8% | +40.9% | -21.0% | +19.8% |
| 10Y | +25.6% | +126.6% | -101.0% | +25.6% |
| All | +25.6% | +132.4% | -106.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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