+26.1%
BIL vs XME
+266.4%
-240.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | +5.3% | -5.3% | +0.1% |
| 30D | +0.3% | -8.2% | +8.5% | +0.3% |
| 3M | +0.9% | -18.4% | +19.3% | +0.9% |
| 6M | +1.8% | -22.8% | +24.7% | +1.8% |
| YTD | +3.1% | -7.9% | +11.0% | +3.1% |
| 1Y | +3.7% | -0.9% | +4.5% | +3.7% |
| 3Y | +13.8% | +96.0% | -82.1% | +13.8% |
| 5Y | +20.2% | +110.3% | -90.1% | +20.3% |
| All | +26.1% | +266.4% | -240.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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