+34.0%
XHB vs BTG
+78.0%
-44.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.6% | -3.8% | -0.9% | -4.1% |
| 30D | -9.1% | +3.6% | -12.8% | -9.6% |
| 3M | -8.6% | +32.0% | -40.6% | -12.4% |
| 6M | -4.0% | +3.4% | -7.4% | -5.5% |
| YTD | -3.9% | +20.8% | -24.7% | -7.9% |
| 1Y | -16.5% | +22.4% | -38.9% | -20.7% |
| 3Y | +22.6% | +91.7% | -69.1% | +5.7% |
| All | +34.0% | +78.0% | -44.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling