+25.2%
BIL vs FICO
+605.7%
-580.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | 0.0% |
| 7D | +0.1% | -19.2% | +19.3% | +0.1% |
| 30D | +0.3% | -14.6% | +14.9% | +0.3% |
| 3M | +0.9% | -20.1% | +21.0% | +0.9% |
| 6M | +1.8% | -36.3% | +38.2% | +1.8% |
| YTD | +2.4% | -44.9% | +47.3% | +2.4% |
| 1Y | +3.7% | -38.6% | +42.4% | +3.7% |
| 3Y | +14.2% | +4.0% | +10.2% | +14.2% |
| 5Y | +19.4% | +99.5% | -80.1% | +19.4% |
| All | +25.2% | +605.7% | -580.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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