+167.2%
XLE vs BIL
+25.6%
+141.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -12.0% | -0.3% | -11.7% | -11.7% |
| 30D | -2.7% | 0.0% | -2.7% | -2.2% |
| 3M | +6.6% | +0.6% | +6.0% | +7.7% |
| 6M | +9.5% | +1.5% | +8.0% | +11.7% |
| YTD | +40.6% | +2.8% | +37.8% | +44.9% |
| 1Y | +43.6% | +3.3% | +40.3% | +48.9% |
| 3Y | +58.1% | +13.5% | +44.6% | +77.5% |
| 5Y | +152.2% | +19.8% | +132.4% | +198.6% |
| All | +167.2% | +25.6% | +141.6% | +190.9% |
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