+618.4%
XLY vs BIL
+30.4%
+588.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.1% | +0.1% | -2.2% | -1.9% |
| 30D | -6.0% | +0.3% | -6.3% | -5.1% |
| 3M | -2.7% | +0.9% | -3.7% | +0.3% |
| 6M | -1.5% | +1.8% | -3.3% | +4.7% |
| YTD | -5.4% | +2.5% | -7.9% | +2.7% |
| 1Y | -3.8% | +3.7% | -7.5% | +8.7% |
| 3Y | +36.6% | +14.1% | +22.5% | +114.7% |
| 5Y | +27.4% | +19.4% | +7.9% | +134.9% |
| 10Y | +218.2% | +25.2% | +193.0% | +596.0% |
| All | +618.4% | +30.4% | +588.0% | +1,497.7% |
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