+40.0%
XLB vs BTDR
-44.0%
+84.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.1% |
| 7D | +0.5% | -6.9% | +7.4% | +0.7% |
| 30D | +5.2% | -31.5% | +36.7% | +6.1% |
| 3M | +0.3% | -36.1% | +36.4% | +1.2% |
| 6M | +1.2% | -57.6% | +58.8% | +2.9% |
| YTD | +16.6% | -50.0% | +66.7% | +17.5% |
| 1Y | +21.4% | -49.6% | +71.0% | +22.1% |
| 3Y | +43.2% | +48.5% | -5.3% | +38.0% |
| 5Y | +28.0% | -43.8% | +71.9% | +22.7% |
| All | +40.0% | -44.0% | +84.0% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling