+305.8%
XLU vs BIL
+30.4%
+275.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.3% |
| 30D | -0.4% | +0.3% | -0.7% | +0.6% |
| 3M | +0.5% | +0.9% | -0.4% | +3.5% |
| 6M | -5.8% | +1.8% | -7.6% | 0.0% |
| YTD | +3.1% | +2.5% | +0.7% | +11.8% |
| 1Y | +8.1% | +3.7% | +4.4% | +22.0% |
| 3Y | +50.5% | +14.1% | +36.4% | +137.9% |
| 5Y | +44.7% | +19.4% | +25.3% | +170.5% |
| 10Y | +136.8% | +25.3% | +111.6% | +435.1% |
| All | +305.8% | +30.4% | +275.4% | +727.0% |
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