+25.2%
BIL vs FIS
-41.9%
+67.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +0.1% | -9.1% | +9.1% | +0.1% |
| 30D | +0.3% | -10.4% | +10.7% | +0.3% |
| 3M | +0.9% | -3.7% | +4.6% | +0.9% |
| 6M | +1.8% | -24.8% | +26.6% | +1.8% |
| YTD | +2.5% | -41.6% | +44.0% | +2.5% |
| 1Y | +3.7% | -42.7% | +46.4% | +3.7% |
| 3Y | +14.1% | -26.2% | +40.3% | +14.1% |
| 5Y | +19.4% | -66.1% | +85.6% | +19.4% |
| 10Y | +25.2% | -40.9% | +66.1% | +25.2% |
| All | +25.2% | -41.9% | +67.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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