+19.4%
BIL vs FTI
+1,110.9%
-1,091.5%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.3% | +12.3% | -12.1% | +0.3% |
| 3M | +0.9% | +13.8% | -12.9% | +0.9% |
| 6M | +1.8% | +24.3% | -22.5% | +1.8% |
| YTD | +2.5% | +75.8% | -73.3% | +2.5% |
| 1Y | +3.7% | +99.6% | -95.9% | +3.7% |
| 3Y | +14.1% | +278.4% | -264.3% | +14.1% |
| 5Y | +19.4% | +1,168.7% | -1,149.3% | +19.4% |
| All | +19.4% | +1,110.9% | -1,091.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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