+178.1%
XLF vs BIL
+31.3%
+146.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +1.0% |
| 7D | +2.7% | +0.1% | +2.6% | +3.1% |
| 30D | +7.6% | +0.3% | +7.3% | +9.8% |
| 3M | +1.1% | +1.0% | +0.1% | +6.7% |
| 6M | +15.9% | +1.9% | +14.0% | +28.8% |
| YTD | +8.4% | +3.2% | +5.3% | +29.6% |
| 1Y | +12.5% | +3.7% | +8.8% | +38.4% |
| 3Y | +81.6% | +13.8% | +67.7% | +283.3% |
| 5Y | +59.3% | +20.3% | +39.0% | +370.0% |
| 10Y | +225.4% | +26.2% | +199.3% | +1,205.3% |
| All | +178.1% | +31.3% | +146.8% | +1,001.1% |
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