-83.6%
FIG vs BIL
+4.9%
-88.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +0.1% | +2.5% | +1.8% |
| 30D | -13.1% | +0.3% | -13.4% | -15.7% |
| 3M | -20.3% | +0.9% | -21.3% | -28.4% |
| 6M | -2.1% | +1.8% | -4.0% | -29.0% |
| YTD | -49.4% | +3.1% | -52.5% | -71.3% |
| 1Y | -57.0% | +3.7% | -60.7% | -79.8% |
| All | -83.6% | +4.9% | -88.5% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling