+458.2%
XLP vs BIL
+30.3%
+427.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +5.9% | -0.3% | +6.1% | +5.2% |
| 30D | +13.5% | 0.0% | +13.5% | +13.4% |
| 3M | +8.4% | +0.3% | +8.1% | +9.2% |
| 6M | +11.5% | +1.2% | +10.3% | +14.9% |
| YTD | +20.6% | +2.4% | +18.2% | +27.9% |
| 1Y | +24.3% | +3.0% | +21.3% | +33.8% |
| 3Y | +45.1% | +13.1% | +31.9% | +99.1% |
| 5Y | +44.6% | +19.4% | +25.2% | +129.5% |
| 10Y | +133.1% | +25.1% | +107.9% | +321.9% |
| All | +458.2% | +30.3% | +427.9% | +900.6% |
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