+167.2%
XLE vs BIL
+25.2%
+142.0%
-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% | 0.0% |
| 7D | -12.0% | -0.3% | -11.7% | -11.9% |
| 30D | -2.7% | 0.0% | -2.7% | -2.3% |
| 3M | +6.6% | +0.3% | +6.3% | +7.3% |
| 6M | +9.5% | +1.2% | +8.3% | +11.2% |
| YTD | +40.6% | +2.5% | +38.1% | +44.2% |
| 1Y | +43.6% | +3.0% | +40.6% | +48.2% |
| 3Y | +58.1% | +13.2% | +44.9% | +76.6% |
| 5Y | +152.2% | +19.4% | +132.8% | +196.9% |
| All | +167.2% | +25.2% | +142.0% | +189.1% |
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