+41.1%
XLC vs BTDR
+23.8%
+17.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | -0.8% | +20.0% | -20.8% | -1.4% |
| 30D | +1.0% | +11.9% | -10.9% | +0.5% |
| 3M | -0.7% | -36.9% | +36.2% | +0.4% |
| 6M | -5.1% | +56.5% | -61.7% | -7.3% |
| YTD | -4.3% | +10.4% | -14.7% | -5.7% |
| 1Y | -0.6% | +3.1% | -3.6% | -2.6% |
| 3Y | +72.7% | -2.6% | +75.3% | +64.7% |
| 5Y | +38.0% | +25.2% | +12.8% | +28.3% |
| All | +41.1% | +23.8% | +17.3% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling