+39.9%
XLB vs BTDR
+23.8%
+16.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.5% |
| 7D | -1.4% | +20.0% | -21.4% | -2.0% |
| 30D | -0.4% | +11.9% | -12.3% | -0.9% |
| 3M | +2.0% | -36.9% | +38.9% | +3.0% |
| 6M | +1.8% | +56.5% | -54.7% | -0.4% |
| YTD | +16.6% | +10.4% | +6.1% | +15.0% |
| 1Y | +16.9% | +3.1% | +13.9% | +14.7% |
| 3Y | +32.6% | -2.6% | +35.1% | +25.5% |
| 5Y | +35.6% | +25.2% | +10.5% | +27.7% |
| All | +39.9% | +23.8% | +16.1% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling