+44.2%
XLU vs BIL
+19.5%
+24.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -3.3% | +0.3% | -3.6% | -3.6% |
| 3M | -3.2% | +0.9% | -4.1% | -3.9% |
| 6M | -7.0% | +1.8% | -8.8% | -8.1% |
| YTD | +0.6% | +2.5% | -1.9% | -1.0% |
| 1Y | +2.4% | +3.7% | -1.3% | +0.2% |
| 3Y | +46.3% | +14.1% | +32.1% | +56.3% |
| All | +44.2% | +19.5% | +24.7% | +53.1% |
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