+176.5%
XLE vs BIL
+26.1%
+150.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | -4.3% | +0.3% | -4.6% | -4.0% |
| 3M | +6.0% | +0.9% | +5.1% | +7.0% |
| 6M | +13.2% | +1.8% | +11.4% | +15.2% |
| YTD | +46.7% | +3.1% | +43.6% | +51.2% |
| 1Y | +46.6% | +3.7% | +42.9% | +51.9% |
| 3Y | +69.6% | +13.8% | +55.8% | +91.5% |
| 5Y | +166.5% | +20.2% | +146.3% | +220.0% |
| All | +176.5% | +26.1% | +150.4% | +208.2% |
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