+143.7%
XLC vs BTG
+168.5%
-24.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +0.5% | -3.8% | +4.3% | +0.8% |
| 30D | +2.1% | +3.6% | -1.5% | +1.8% |
| 3M | +0.7% | +32.0% | -31.3% | -1.9% |
| 6M | -3.2% | +3.4% | -6.6% | -4.1% |
| YTD | -3.8% | +20.8% | -24.6% | -6.3% |
| 1Y | -2.0% | +22.4% | -24.4% | -5.1% |
| 3Y | +71.4% | +91.7% | -20.4% | +57.1% |
| 5Y | +40.7% | +79.0% | -38.3% | +28.6% |
| All | +143.7% | +168.5% | -24.8% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling