+69.7%
XLC vs BTG
+93.4%
-23.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.8% |
| 7D | -1.7% | -5.8% | +4.1% | -1.3% |
| 30D | +0.2% | +5.7% | -5.5% | -0.2% |
| 3M | +0.7% | +38.1% | -37.4% | -1.6% |
| 6M | -4.5% | +0.3% | -4.8% | -5.0% |
| YTD | -4.7% | +19.9% | -24.6% | -6.7% |
| 1Y | -1.5% | +24.6% | -26.1% | -4.4% |
| All | +69.7% | +93.4% | -23.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling