+134.0%
XLC vs BIL
+23.9%
+110.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +6.2% | +0.1% | +6.2% | +6.3% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | -3.3% | +0.6% | -3.9% | -2.9% |
| 6M | -7.3% | +1.5% | -8.8% | -6.1% |
| YTD | -7.6% | +2.8% | -10.4% | -5.8% |
| 1Y | -3.7% | +3.3% | -7.0% | -1.6% |
| 3Y | +62.9% | +13.4% | +49.5% | +67.5% |
| 5Y | +41.6% | +19.8% | +21.8% | +64.5% |
| All | +134.0% | +23.9% | +110.1% | +320.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling