+30.8%
BIL vs FTI
+445.9%
-415.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | 0.0% | -6.3% | +6.3% | 0.0% |
| 3M | +0.6% | -13.1% | +13.7% | +0.6% |
| 6M | +1.5% | -8.0% | +9.5% | +1.5% |
| YTD | +2.8% | +47.1% | -44.3% | +2.8% |
| 1Y | +3.3% | +50.7% | -47.3% | +3.4% |
| 3Y | +13.4% | +209.0% | -195.5% | +13.5% |
| 5Y | +19.8% | +847.0% | -827.2% | +20.1% |
| 10Y | +25.7% | +184.3% | -158.6% | +25.9% |
| All | +30.8% | +445.9% | -415.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling