+133.1%
XLC vs BIL
+23.9%
+109.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | +7.1% | +0.1% | +7.0% | +7.2% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | -3.2% | +0.6% | -3.8% | -2.8% |
| 6M | -7.7% | +1.5% | -9.2% | -6.5% |
| YTD | -8.0% | +2.8% | -10.7% | -6.2% |
| 1Y | -3.1% | +3.3% | -6.4% | -0.9% |
| 3Y | +64.9% | +13.4% | +51.5% | +69.8% |
| 5Y | +39.5% | +19.8% | +19.7% | +62.4% |
| All | +133.1% | +23.9% | +109.2% | +320.5% |
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