+25.3%
BIL vs XME
+421.4%
-396.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -4.2% | +4.3% | +0.1% |
| 30D | +0.3% | -2.7% | +3.0% | +0.3% |
| 3M | +0.9% | -3.9% | +4.8% | +0.9% |
| 6M | +1.8% | -1.0% | +2.8% | +1.8% |
| YTD | +2.5% | +9.8% | -7.3% | +2.5% |
| 1Y | +3.7% | +32.5% | -28.8% | +3.7% |
| 3Y | +14.1% | +124.3% | -110.2% | +14.2% |
| 5Y | +19.5% | +165.8% | -146.3% | +19.5% |
| All | +25.3% | +421.4% | -396.0% | +25.4% |
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