+289.0%
XLB vs BIL
+30.4%
+258.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.6% |
| 7D | -1.5% | -0.3% | -1.2% | -2.8% |
| 30D | +6.1% | 0.0% | +6.1% | +6.1% |
| 3M | 0.0% | +0.3% | -0.3% | +1.8% |
| 6M | 0.0% | +1.2% | -1.3% | +7.0% |
| YTD | +16.0% | +2.5% | +13.6% | +32.5% |
| 1Y | +24.7% | +3.0% | +21.7% | +47.0% |
| 3Y | +40.4% | +13.2% | +27.2% | +177.7% |
| 5Y | +30.7% | +19.4% | +11.2% | +252.5% |
| 10Y | +173.3% | +25.2% | +148.1% | +879.6% |
| All | +289.0% | +30.4% | +258.6% | +1,304.3% |
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