+30.2%
XEL vs BIL
+19.4%
+10.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | -0.2% | +0.9% | -1.1% | -0.2% |
| 6M | -5.4% | +1.8% | -7.3% | -5.0% |
| YTD | +5.6% | +2.5% | +3.2% | +6.6% |
| 1Y | +10.5% | +3.7% | +6.8% | +12.4% |
| 3Y | +49.2% | +14.1% | +35.1% | +89.8% |
| All | +30.2% | +19.4% | +10.8% | +89.9% |
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