-5.8%
XLC vs BTDR
-69.9%
+64.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +3.6% |
| 7D | +1.8% | -17.6% | +19.3% | +2.1% |
| 30D | -6.0% | -40.3% | +34.3% | -5.2% |
| 3M | -6.0% | -42.6% | +36.6% | -5.3% |
| 6M | -9.1% | -46.3% | +37.2% | -8.5% |
| YTD | -10.0% | -41.7% | +31.7% | -10.3% |
| 1Y | -5.8% | -69.4% | +63.6% | -4.6% |
| All | -5.8% | -69.9% | +64.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling