+32.0%
XEL vs BTDR
+20.7%
+11.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -0.3% | -3.4% | +3.1% | -0.3% |
| 30D | -3.9% | +32.6% | -36.5% | -4.0% |
| 3M | -2.8% | -32.2% | +29.4% | -2.7% |
| 6M | -5.4% | +52.4% | -57.7% | -5.8% |
| YTD | +3.8% | +6.7% | -2.9% | +3.4% |
| 1Y | +6.8% | -15.2% | +22.1% | +6.6% |
| 3Y | +45.6% | +14.9% | +30.7% | +43.3% |
| All | +32.0% | +20.7% | +11.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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