+534.6%
XLV vs BIL
+30.4%
+504.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.7% | +0.1% | -3.7% | -3.5% |
| 30D | -1.1% | +0.3% | -1.4% | -0.1% |
| 3M | +8.2% | +0.9% | +7.3% | +11.7% |
| 6M | +8.9% | +1.8% | +7.1% | +16.1% |
| YTD | +8.5% | +2.5% | +6.1% | +18.3% |
| 1Y | +22.3% | +3.7% | +18.6% | +39.1% |
| 3Y | +32.6% | +14.1% | +18.6% | +113.0% |
| 5Y | +34.4% | +19.4% | +15.0% | +155.7% |
| 10Y | +175.4% | +25.2% | +150.2% | +533.3% |
| All | +534.6% | +30.4% | +504.2% | +1,441.9% |
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