+619.8%
XEL vs BIL
+31.3%
+588.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +2.4% | +0.1% | +2.4% | +2.6% |
| 30D | +8.3% | +0.3% | +7.9% | +9.1% |
| 3M | +4.2% | +1.0% | +3.2% | +6.3% |
| 6M | +3.7% | +1.9% | +1.9% | +8.0% |
| YTD | +13.1% | +3.2% | +9.9% | +21.1% |
| 1Y | +5.0% | +3.7% | +1.3% | +13.7% |
| 3Y | +55.0% | +13.8% | +41.1% | +109.3% |
| 5Y | +51.8% | +20.3% | +31.5% | +134.0% |
| 10Y | +185.6% | +26.2% | +159.4% | +398.9% |
| All | +619.8% | +31.3% | +588.5% | +1,045.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling