+19.4%
BIL vs FRSH
-72.4%
+91.8%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -9.6% | +9.6% | +0.1% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +0.9% | +27.2% | -26.3% | +0.9% |
| 6M | +1.8% | +42.2% | -40.4% | +1.8% |
| YTD | +2.5% | -2.6% | +5.1% | +2.5% |
| 1Y | +3.7% | -10.2% | +13.8% | +3.7% |
| 3Y | +14.1% | -45.5% | +59.6% | +14.1% |
| All | +19.4% | -72.4% | +91.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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