+25.7%
BIL vs FICO
+544.1%
-518.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +0.1% | +4.0% | -3.9% | +0.1% |
| 30D | 0.0% | -1.5% | +1.5% | 0.0% |
| 3M | +0.6% | -29.8% | +30.4% | +0.6% |
| 6M | +1.5% | -33.3% | +34.8% | +1.5% |
| YTD | +2.8% | -56.9% | +59.7% | +2.8% |
| 1Y | +3.3% | -59.5% | +62.8% | +3.3% |
| 3Y | +13.4% | -26.9% | +40.3% | +13.4% |
| 5Y | +19.8% | +92.9% | -73.1% | +19.8% |
| 10Y | +25.7% | +539.5% | -513.8% | +25.8% |
| All | +25.7% | +544.1% | -518.4% | +25.8% |
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