+252.7%
XLI vs BIL
+25.2%
+227.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +0.1% | -0.6% | -0.5% |
| 30D | -6.9% | +0.3% | -7.2% | -6.8% |
| 3M | -1.9% | +0.9% | -2.8% | -1.3% |
| 6M | +1.0% | +1.8% | -0.8% | +2.0% |
| YTD | +11.3% | +2.5% | +8.9% | +12.6% |
| 1Y | +15.8% | +3.7% | +12.1% | +17.7% |
| 3Y | +69.8% | +14.1% | +55.7% | +72.6% |
| 5Y | +80.9% | +19.4% | +61.5% | +80.5% |
| All | +252.7% | +25.2% | +227.5% | +245.9% |
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