+74.2%
XLI vs BIL
+13.4%
+60.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.3% |
| 30D | -0.2% | 0.0% | -0.2% | -0.6% |
| 3M | -8.6% | +0.6% | -9.1% | -7.5% |
| 6M | -2.0% | +1.5% | -3.5% | +1.9% |
| YTD | +9.7% | +2.8% | +7.0% | +16.1% |
| 1Y | +11.4% | +3.3% | +8.1% | +18.9% |
| 3Y | +74.2% | +13.4% | +60.8% | +46.2% |
| All | +74.2% | +13.4% | +60.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling