+64.7%
XLC vs BTDR
+41.1%
+23.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.6% | +9.7% | +1.4% |
| 7D | +3.7% | -6.9% | +10.6% | +3.9% |
| 30D | -1.9% | -31.5% | +29.6% | -0.7% |
| 3M | -3.1% | -36.1% | +33.0% | -1.9% |
| 6M | -6.4% | -57.6% | +51.3% | -4.3% |
| YTD | -6.8% | -50.0% | +43.2% | -6.2% |
| 1Y | -1.7% | -49.6% | +47.9% | -1.2% |
| 3Y | +64.7% | +48.5% | +16.1% | +52.8% |
| All | +64.7% | +41.1% | +23.6% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling