+19.8%
BIL vs FIS
-71.2%
+91.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | 0.0% |
| 7D | -0.3% | -25.5% | +25.2% | -0.3% |
| 30D | 0.0% | -15.1% | +15.1% | 0.0% |
| 3M | +0.6% | -32.1% | +32.7% | +0.6% |
| 6M | +1.5% | -36.1% | +37.6% | +1.5% |
| YTD | +2.8% | -55.4% | +58.1% | +2.7% |
| 1Y | +3.3% | -53.9% | +57.2% | +3.3% |
| 3Y | +13.5% | -39.8% | +53.2% | +13.5% |
| All | +19.8% | -71.2% | +91.0% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling