+172.7%
XLE vs BIL
+25.2%
+147.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.3% |
| 30D | +11.8% | +0.3% | +11.4% | +12.2% |
| 3M | +9.8% | +0.9% | +8.9% | +11.1% |
| 6M | +15.6% | +1.8% | +13.7% | +18.0% |
| YTD | +45.3% | +2.4% | +42.8% | +49.4% |
| 1Y | +48.3% | +3.7% | +44.6% | +55.1% |
| 3Y | +55.4% | +14.2% | +41.3% | +81.7% |
| 5Y | +216.1% | +19.4% | +196.7% | +294.5% |
| All | +172.7% | +25.2% | +147.5% | +235.8% |
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