+40.3%
XLC vs BTG
+78.0%
-37.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | +0.7% | +32.0% | -31.3% | -2.3% |
| 6M | -3.2% | +3.4% | -6.6% | -4.2% |
| YTD | -3.8% | +20.8% | -24.6% | -6.9% |
| 1Y | -2.0% | +22.4% | -24.4% | -5.9% |
| 3Y | +71.4% | +91.7% | -20.4% | +52.3% |
| All | +40.3% | +78.0% | -37.7% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling