+30.3%
BIL vs FITB
+132.7%
-102.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +0.3% | -4.7% | +5.1% | +0.3% |
| 3M | +0.9% | +6.7% | -5.7% | +1.0% |
| 6M | +1.8% | +12.6% | -10.7% | +1.9% |
| YTD | +2.4% | +19.1% | -16.7% | +2.5% |
| 1Y | +3.7% | +22.6% | -18.9% | +3.8% |
| 3Y | +14.2% | +127.1% | -113.0% | +14.3% |
| 5Y | +19.4% | +71.8% | -52.4% | +19.5% |
| 10Y | +25.2% | +287.2% | -262.0% | +25.6% |
| All | +30.3% | +132.7% | -102.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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