+233.8%
XLE vs BIL
+30.4%
+203.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.8% |
| 30D | +11.8% | +0.3% | +11.4% | +14.1% |
| 3M | +9.8% | +0.9% | +8.9% | +16.5% |
| 6M | +15.6% | +1.8% | +13.7% | +29.5% |
| YTD | +45.3% | +2.4% | +42.8% | +68.9% |
| 1Y | +48.3% | +3.7% | +44.6% | +86.7% |
| 3Y | +55.4% | +14.2% | +41.3% | +263.6% |
| 5Y | +216.1% | +19.4% | +196.7% | +901.6% |
| 10Y | +178.4% | +25.2% | +153.2% | +1,127.4% |
| All | +233.8% | +30.4% | +203.4% | +1,368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling