+290.8%
XLB vs BIL
+30.4%
+260.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -0.9% |
| 30D | -0.4% | +0.3% | -0.7% | +1.4% |
| 3M | +2.0% | +0.9% | +1.0% | +7.3% |
| 6M | +1.8% | +1.8% | 0.0% | +12.5% |
| YTD | +16.6% | +2.4% | +14.1% | +33.0% |
| 1Y | +16.9% | +3.7% | +13.2% | +42.9% |
| 3Y | +32.6% | +14.2% | +18.4% | +175.8% |
| 5Y | +35.6% | +19.4% | +16.2% | +265.3% |
| 10Y | +160.0% | +25.2% | +134.8% | +832.6% |
| All | +290.8% | +30.4% | +260.5% | +1,309.9% |
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