+611.4%
XEL vs BTG
+370.1%
+241.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | -1.2% | -5.8% | +4.6% | -0.9% |
| 30D | -2.9% | +5.7% | -8.6% | -3.2% |
| 3M | -2.7% | +38.1% | -40.9% | -4.4% |
| 6M | -6.5% | +0.3% | -6.8% | -6.9% |
| YTD | +3.6% | +19.9% | -16.3% | +2.1% |
| 1Y | +7.5% | +24.6% | -17.1% | +5.5% |
| 3Y | +46.3% | +96.6% | -50.3% | +39.5% |
| 5Y | +30.5% | +77.7% | -47.1% | +24.4% |
| 10Y | +151.4% | +150.7% | +0.7% | +133.2% |
| All | +611.4% | +370.1% | +241.3% | +549.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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