+174.3%
XLF vs BIL
+30.4%
+144.0%
-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% | -0.6% |
| 7D | 0.0% | +0.1% | -0.1% | +0.5% |
| 30D | +0.2% | +0.3% | -0.2% | +2.1% |
| 3M | +11.7% | +0.9% | +10.8% | +17.9% |
| 6M | +13.8% | +1.8% | +12.0% | +26.2% |
| YTD | +7.0% | +2.4% | +4.6% | +22.8% |
| 1Y | +9.1% | +3.7% | +5.4% | +34.5% |
| 3Y | +75.6% | +14.2% | +61.5% | +278.4% |
| 5Y | +66.4% | +19.4% | +47.0% | +371.4% |
| 10Y | +250.3% | +25.2% | +225.1% | +1,243.4% |
| All | +174.3% | +30.4% | +144.0% | +943.0% |
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