+41.0%
XLE vs BIL
+3.3%
+37.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.3% |
| 7D | -7.9% | +0.1% | -8.0% | -8.6% |
| 30D | -4.8% | 0.0% | -4.8% | -2.4% |
| 3M | +8.4% | +0.6% | +7.8% | +13.2% |
| 6M | +12.7% | +1.5% | +11.2% | +18.9% |
| YTD | +41.3% | +2.8% | +38.5% | +49.3% |
| All | +41.0% | +3.3% | +37.7% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling