+33.4%
XLB vs BTDR
+16.5%
+17.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | -3.5% | -3.2% | -0.3% | -3.4% |
| 30D | -4.7% | +32.7% | -37.3% | -5.6% |
| 3M | +2.7% | -28.4% | +31.1% | +3.3% |
| 6M | +2.6% | +51.7% | -49.1% | +0.5% |
| YTD | +12.8% | +2.9% | +10.0% | +11.5% |
| 1Y | +14.0% | -15.5% | +29.4% | +12.5% |
| 3Y | +31.5% | 0.0% | +31.5% | +24.7% |
| 5Y | +33.4% | +16.5% | +17.0% | +23.6% |
| All | +33.4% | +16.5% | +17.0% | +23.6% |
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