+29.0%
XLB vs BIL
+19.4%
+9.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.9% |
| 30D | +6.1% | 0.0% | +6.1% | +5.8% |
| 3M | 0.0% | +0.3% | -0.3% | +0.3% |
| 6M | 0.0% | +1.2% | -1.3% | +1.8% |
| YTD | +16.0% | +2.5% | +13.6% | +19.7% |
| 1Y | +24.7% | +3.0% | +21.7% | +29.5% |
| 3Y | +40.4% | +13.2% | +27.2% | +43.9% |
| All | +29.0% | +19.4% | +9.6% | +14.9% |
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