+37.6%
XLC vs BTDR
+24.7%
+12.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.5% |
| 7D | -1.4% | +14.8% | -16.2% | -1.8% |
| 30D | -0.9% | +41.8% | -42.7% | -2.1% |
| 3M | -0.3% | -29.2% | +28.9% | +0.4% |
| 6M | -5.2% | +66.2% | -71.4% | -7.5% |
| YTD | -5.3% | +10.0% | -15.3% | -6.7% |
| 1Y | -2.8% | -11.0% | +8.2% | -4.3% |
| 3Y | +71.2% | +6.9% | +64.3% | +63.3% |
| 5Y | +37.6% | +24.7% | +12.9% | +28.4% |
| All | +37.6% | +24.7% | +12.9% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling