+28.3%
XLB vs BTDR
-38.5%
+66.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.8% | +11.5% | -0.9% |
| 7D | 0.0% | +15.4% | -15.4% | -0.5% |
| 30D | +5.3% | -33.4% | +38.7% | +6.3% |
| 3M | 0.0% | -32.0% | +32.0% | +0.8% |
| 6M | +1.2% | -52.2% | +53.4% | +2.6% |
| YTD | +16.9% | -45.3% | +62.2% | +17.4% |
| 1Y | +20.9% | -56.0% | +76.9% | +22.0% |
| 3Y | +43.3% | +54.4% | -11.1% | +37.7% |
| 5Y | +28.3% | -38.5% | +66.8% | +21.3% |
| All | +28.3% | -38.5% | +66.8% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling