-1.5%
XLC vs BTDR
-18.2%
+16.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.7% |
| 7D | -1.7% | -3.2% | +1.5% | -1.6% |
| 30D | +0.2% | +32.7% | -32.5% | -0.5% |
| 3M | +0.7% | -28.4% | +29.1% | +1.6% |
| 6M | -4.5% | +51.7% | -56.2% | -6.2% |
| YTD | -4.7% | +2.9% | -7.6% | -5.9% |
| 1Y | -1.5% | -15.5% | +14.0% | -2.2% |
| All | -1.5% | -18.2% | +16.7% | -2.2% |
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