+58.1%
XLE vs BIL
+13.1%
+44.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -12.0% | -0.3% | -11.7% | -11.5% |
| 30D | -2.7% | 0.0% | -2.7% | -1.4% |
| 3M | +6.6% | +0.3% | +6.3% | +8.2% |
| 6M | +9.5% | +1.2% | +8.3% | +12.2% |
| YTD | +40.6% | +2.5% | +38.1% | +45.4% |
| 1Y | +43.6% | +3.0% | +40.6% | +48.5% |
| 3Y | +58.1% | +13.2% | +44.9% | +28.8% |
| All | +58.1% | +13.1% | +44.9% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling