+19.8%
XBI vs BIL
+19.4%
+0.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.6% | +0.1% | -4.7% | -4.5% |
| 30D | -0.8% | +0.3% | -1.1% | -0.4% |
| 3M | +21.8% | +0.9% | +20.9% | +23.4% |
| 6M | +23.2% | +1.8% | +21.4% | +25.7% |
| YTD | +28.7% | +2.5% | +26.3% | +31.0% |
| 1Y | +67.8% | +3.7% | +64.1% | +70.1% |
| 3Y | +100.6% | +14.1% | +86.6% | +65.5% |
| 5Y | +19.8% | +19.4% | +0.4% | -34.8% |
| All | +19.8% | +19.4% | +0.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling