+44.5%
XLC vs BTSG
+493.4%
-448.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +3.7% | +6.0% | -2.3% | +3.1% |
| 30D | -1.9% | +12.4% | -14.3% | -3.1% |
| 3M | -3.1% | +18.2% | -21.3% | -4.8% |
| 6M | -6.4% | +26.0% | -32.4% | -9.6% |
| YTD | -6.8% | +90.1% | -97.0% | -15.0% |
| 1Y | -1.7% | +124.3% | -126.0% | -12.3% |
| All | +44.5% | +493.4% | -448.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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