+32.5%
XLB vs BTDR
+7.6%
+24.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -1.0% |
| 7D | -2.9% | +14.8% | -17.8% | -3.5% |
| 30D | -3.4% | +41.8% | -45.2% | -4.7% |
| 3M | +1.6% | -29.2% | +30.8% | +2.4% |
| 6M | +3.6% | +66.2% | -62.5% | +0.7% |
| YTD | +14.2% | +10.0% | +4.3% | +12.3% |
| 1Y | +15.6% | -11.0% | +26.6% | +13.5% |
| All | +32.5% | +7.6% | +24.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling