+158.1%
XLE vs BTDR
-35.7%
+193.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.5% |
| 7D | -6.7% | -7.4% | +0.7% | -6.7% |
| 30D | -4.4% | -33.4% | +29.0% | -4.1% |
| 3M | +4.0% | -26.3% | +30.3% | +4.1% |
| 6M | +13.2% | -52.4% | +65.6% | +13.5% |
| YTD | +41.9% | -42.8% | +84.7% | +41.5% |
| 1Y | +41.6% | -63.7% | +105.3% | +42.3% |
| 3Y | +64.0% | +61.5% | +2.5% | +63.0% |
| 5Y | +158.1% | -35.6% | +193.7% | +157.6% |
| All | +158.1% | -35.7% | +193.8% | +157.6% |
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