+142.5%
XLC vs BIL
+23.5%
+119.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +1.0% | +0.3% | +0.7% | +1.3% |
| 3M | -0.7% | +0.9% | -1.6% | +0.1% |
| 6M | -5.1% | +1.8% | -7.0% | -3.8% |
| YTD | -4.3% | +2.4% | -6.7% | -2.6% |
| 1Y | -0.6% | +3.7% | -4.3% | +1.7% |
| 3Y | +72.7% | +14.2% | +58.5% | +79.0% |
| 5Y | +38.0% | +19.4% | +18.6% | +59.9% |
| All | +142.5% | +23.5% | +119.0% | +335.8% |
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 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