+176.2%
XLF vs BIL
+30.8%
+145.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +2.4% |
| 30D | +6.5% | 0.0% | +6.5% | +6.4% |
| 3M | +1.2% | +0.6% | +0.6% | +4.7% |
| 6M | +14.6% | +1.5% | +13.0% | +24.9% |
| YTD | +7.7% | +2.8% | +4.9% | +26.0% |
| 1Y | +11.8% | +3.3% | +8.5% | +34.7% |
| 3Y | +80.1% | +13.4% | +66.7% | +272.4% |
| 5Y | +59.0% | +19.8% | +39.2% | +359.6% |
| 10Y | +224.2% | +25.7% | +198.5% | +1,168.9% |
| All | +176.2% | +30.8% | +145.4% | +970.4% |
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 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