+551.8%
XLI vs BIL
+30.4%
+521.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -1.1% | +0.1% | -1.1% | -0.7% |
| 30D | -5.9% | +0.3% | -6.3% | -4.8% |
| 3M | -0.3% | +0.9% | -1.2% | +3.2% |
| 6M | +0.1% | +1.8% | -1.7% | +6.9% |
| YTD | +13.6% | +2.4% | +11.1% | +23.9% |
| 1Y | +17.2% | +3.7% | +13.5% | +33.7% |
| 3Y | +68.2% | +14.2% | +54.0% | +172.7% |
| 5Y | +80.7% | +19.4% | +61.3% | +247.8% |
| 10Y | +253.3% | +25.2% | +228.0% | +722.8% |
| All | +551.8% | +30.4% | +521.5% | +1,428.8% |
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