+30.8%
BIL vs FIS
+39.1%
-8.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -29.4% | +29.5% | 0.0% |
| 30D | 0.0% | -16.7% | +16.7% | -0.1% |
| 3M | +0.6% | -33.0% | +33.6% | +0.6% |
| 6M | +1.5% | -33.3% | +34.8% | +1.5% |
| YTD | +2.8% | -56.0% | +58.8% | +2.7% |
| 1Y | +3.3% | -54.6% | +57.9% | +3.2% |
| 3Y | +13.4% | -40.6% | +54.1% | +13.4% |
| 5Y | +19.8% | -71.9% | +91.8% | +19.7% |
| 10Y | +25.6% | -55.3% | +81.0% | +25.7% |
| All | +30.8% | +39.1% | -8.3% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling