+25.2%
BIL vs FN
+753.0%
-727.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | 0.0% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | 0.0% | -34.3% | +34.3% | 0.0% |
| 3M | +0.3% | -39.9% | +40.2% | +0.3% |
| 6M | +1.2% | -51.8% | +53.1% | +1.2% |
| YTD | +2.5% | -28.1% | +30.6% | +2.5% |
| 1Y | +3.0% | -29.1% | +32.1% | +3.0% |
| 3Y | +13.2% | +102.4% | -89.3% | +13.1% |
| 5Y | +19.4% | +171.7% | -152.2% | +19.4% |
| All | +25.2% | +753.0% | -727.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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