+223.0%
XLE vs BIL
+30.4%
+192.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.2% |
| 7D | -12.0% | -0.3% | -11.7% | -13.4% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | +6.6% | +0.3% | +6.3% | +8.7% |
| 6M | +9.5% | +1.2% | +8.3% | +18.4% |
| YTD | +40.6% | +2.5% | +38.1% | +63.6% |
| 1Y | +43.6% | +3.0% | +40.6% | +73.4% |
| 3Y | +58.1% | +13.2% | +44.9% | +248.7% |
| 5Y | +152.2% | +19.4% | +132.8% | +700.6% |
| 10Y | +172.9% | +25.2% | +147.7% | +1,102.7% |
| All | +223.0% | +30.4% | +192.6% | +1,322.0% |
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