+173.9%
XLE vs BIL
+25.6%
+148.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -4.0% | 0.0% | -4.0% | -3.6% |
| 3M | +4.6% | +0.6% | +4.0% | +5.7% |
| 6M | +12.3% | +1.5% | +10.8% | +14.4% |
| YTD | +44.5% | +2.8% | +41.7% | +49.0% |
| 1Y | +42.4% | +3.3% | +39.1% | +47.7% |
| 3Y | +67.0% | +13.4% | +53.6% | +87.9% |
| 5Y | +161.9% | +19.8% | +142.1% | +212.2% |
| 10Y | +173.9% | +25.7% | +148.1% | +201.0% |
| All | +173.9% | +25.6% | +148.2% | +201.0% |
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