+225.7%
XLE vs BTDR
+28.1%
+197.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.1% |
| 7D | 0.0% | +22.4% | -22.4% | -0.2% |
| 30D | +12.6% | +16.5% | -3.8% | +12.4% |
| 3M | +11.8% | -31.5% | +43.3% | +12.3% |
| 6M | +16.1% | +74.0% | -58.0% | +14.3% |
| YTD | +46.9% | +13.0% | +33.8% | +45.7% |
| 1Y | +53.3% | -0.2% | +53.5% | +51.7% |
| 3Y | +54.9% | +9.9% | +45.0% | +52.0% |
| 5Y | +225.7% | +28.1% | +197.6% | +223.6% |
| All | +225.7% | +28.1% | +197.6% | +223.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling