+82.8%
XLI vs BIL
+19.4%
+63.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +1.1% |
| 30D | -5.8% | +0.3% | -6.1% | -5.4% |
| 3M | +0.7% | +0.9% | -0.2% | +2.0% |
| 6M | +3.2% | +1.8% | +1.4% | +5.3% |
| YTD | +13.0% | +2.5% | +10.6% | +15.8% |
| 1Y | +16.8% | +3.7% | +13.1% | +20.7% |
| 3Y | +72.4% | +14.1% | +58.3% | +75.6% |
| 5Y | +82.8% | +19.4% | +63.3% | +69.2% |
| All | +82.8% | +19.4% | +63.3% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling