+159.8%
XLB vs BTG
+159.3%
+0.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.8% | -3.8% | +0.9% | -2.4% |
| 30D | -3.1% | +3.6% | -6.7% | -3.6% |
| 3M | -0.2% | +32.0% | -32.2% | -4.0% |
| 6M | +3.1% | +3.4% | -0.3% | +1.6% |
| YTD | +13.3% | +20.8% | -7.5% | +9.1% |
| 1Y | +12.0% | +22.4% | -10.4% | +7.3% |
| 3Y | +31.4% | +91.7% | -60.3% | +17.1% |
| 5Y | +33.9% | +79.0% | -45.1% | +19.2% |
| All | +159.8% | +159.3% | +0.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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