+38.2%
XEL vs BTSG
+382.3%
-344.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.6% |
| 7D | -1.2% | -5.8% | +4.6% | -0.9% |
| 30D | -2.9% | 0.0% | -2.9% | -2.9% |
| 3M | -2.7% | -4.5% | +1.8% | -2.8% |
| 6M | -6.5% | +40.0% | -46.5% | -9.1% |
| YTD | +3.6% | +54.6% | -50.9% | -0.2% |
| 1Y | +7.5% | +106.1% | -98.6% | +0.7% |
| All | +38.2% | +382.3% | -344.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling