+75.2%
XLF vs BIL
+14.1%
+61.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.5% |
| 30D | -0.5% | +0.3% | -0.8% | +0.7% |
| 3M | +10.6% | +0.9% | +9.7% | +15.1% |
| 6M | +14.3% | +1.8% | +12.5% | +23.4% |
| YTD | +5.5% | +2.5% | +3.1% | +16.9% |
| 1Y | +9.6% | +3.7% | +5.9% | +28.4% |
| 3Y | +75.2% | +14.1% | +61.1% | +186.3% |
| All | +75.2% | +14.1% | +61.1% | +186.3% |
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