+227.4%
XLI vs BIL
+25.6%
+201.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.3% | 0.0% | -0.3% | -0.4% |
| 3M | -8.4% | +0.6% | -9.0% | -8.2% |
| 6M | -2.1% | +1.5% | -3.6% | -1.5% |
| YTD | +9.6% | +2.8% | +6.9% | +10.4% |
| 1Y | +10.7% | +3.3% | +7.4% | +11.6% |
| 3Y | +71.6% | +13.4% | +58.2% | +69.1% |
| 5Y | +70.8% | +19.8% | +50.9% | +63.0% |
| All | +227.4% | +25.6% | +201.7% | +192.7% |
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