+3.7%
BIL vs FIS
-42.4%
+46.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.4% |
| All | +3.7% | -42.4% | +46.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling