+410.2%
XLP vs BIL
+30.4%
+379.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -0.8% |
| 30D | -0.9% | +0.3% | -1.2% | -0.1% |
| 3M | +3.8% | +0.9% | +2.9% | +6.2% |
| 6M | -1.7% | +1.8% | -3.6% | +2.8% |
| YTD | +10.3% | +2.4% | +7.8% | +17.0% |
| 1Y | +7.8% | +3.7% | +4.1% | +18.1% |
| 3Y | +27.2% | +14.2% | +13.0% | +79.0% |
| 5Y | +32.5% | +19.4% | +13.1% | +110.4% |
| 10Y | +101.8% | +25.2% | +76.6% | +265.7% |
| All | +410.2% | +30.4% | +379.8% | +815.0% |
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