+247.7%
XLF vs BIL
+25.2%
+222.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.3% | +0.3% | -1.6% | -1.0% |
| 3M | +9.1% | +0.9% | +8.2% | +10.2% |
| 6M | +14.4% | +1.8% | +12.6% | +16.4% |
| YTD | +5.1% | +2.5% | +2.6% | +7.6% |
| 1Y | +8.6% | +3.7% | +5.0% | +12.3% |
| 3Y | +74.4% | +14.1% | +60.4% | +86.8% |
| 5Y | +64.4% | +19.4% | +44.9% | +75.9% |
| All | +247.7% | +25.2% | +222.5% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling