+19.4%
BIL vs FICO
+84.1%
-64.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | 0.0% | +1.7% | -1.7% | 0.0% |
| 3M | +0.3% | -35.2% | +35.5% | +0.3% |
| 6M | +1.2% | -33.7% | +34.9% | +1.2% |
| YTD | +2.4% | -58.2% | +60.6% | +2.4% |
| 1Y | +3.0% | -56.6% | +59.6% | +3.0% |
| 3Y | +13.1% | -24.0% | +37.1% | +13.1% |
| 5Y | +19.4% | +86.1% | -66.7% | +19.4% |
| All | +19.4% | +84.1% | -64.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling