+258.0%
XLB vs BTG
+378.0%
-120.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -0.2% | +4.8% | -5.1% | -0.7% |
| 30D | -1.7% | +8.3% | -10.1% | -2.6% |
| 3M | +4.4% | +32.3% | -27.9% | +1.0% |
| 6M | +5.0% | +3.0% | +2.1% | +3.9% |
| YTD | +15.5% | +21.9% | -6.4% | +11.9% |
| 1Y | +14.9% | +28.2% | -13.2% | +10.4% |
| 3Y | +34.5% | +99.9% | -65.4% | +22.0% |
| 5Y | +36.5% | +73.6% | -37.0% | +24.4% |
| 10Y | +159.6% | +136.5% | +23.1% | +120.6% |
| All | +258.0% | +378.0% | -120.0% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling