+149.9%
XLE vs BIL
+19.4%
+130.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | -0.3% | -11.7% | -12.2% |
| 30D | -2.7% | 0.0% | -2.7% | -1.8% |
| 3M | +6.6% | +0.3% | +6.3% | +8.8% |
| 6M | +9.5% | +1.2% | +8.3% | +15.8% |
| YTD | +40.6% | +2.5% | +38.1% | +55.5% |
| 1Y | +43.6% | +3.0% | +40.6% | +62.3% |
| 3Y | +58.1% | +13.2% | +44.9% | +161.0% |
| All | +149.9% | +19.4% | +130.5% | +488.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling