+38.4%
XEL vs BTSG
+389.4%
-351.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -0.3% | -3.3% | +3.0% | -0.1% |
| 30D | -3.9% | -1.6% | -2.4% | -3.9% |
| 3M | -2.8% | -6.9% | +4.1% | -2.7% |
| 6M | -5.4% | +42.1% | -47.5% | -8.1% |
| YTD | +3.8% | +56.8% | -53.1% | -0.1% |
| 1Y | +6.8% | +109.8% | -103.0% | 0.0% |
| All | +38.4% | +389.4% | -351.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling