+30.3%
BIL vs FICO
+1,839.9%
-1,809.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | 0.0% | +1.7% | -1.7% | 0.0% |
| 3M | +0.3% | -33.0% | +33.3% | +0.3% |
| 6M | +1.2% | -33.9% | +35.1% | +1.2% |
| YTD | +2.4% | -58.5% | +60.9% | +2.4% |
| 1Y | +3.0% | -56.4% | +59.4% | +3.0% |
| 3Y | +13.1% | -24.7% | +37.8% | +13.1% |
| 5Y | +19.4% | +83.1% | -63.7% | +19.5% |
| 10Y | +25.1% | +517.2% | -492.1% | +25.6% |
| All | +30.3% | +1,839.9% | -1,809.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling