+207.7%
XLE vs BTDR
-29.7%
+237.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.7% | -7.8% | +1.8% |
| 7D | -0.2% | +7.7% | -7.9% | -0.3% |
| 30D | -4.0% | -24.1% | +20.1% | -3.9% |
| 3M | +4.6% | -19.1% | +23.7% | +4.6% |
| 6M | +12.3% | -46.6% | +58.9% | +12.5% |
| YTD | +44.5% | -37.3% | +81.8% | +44.0% |
| 1Y | +42.4% | -53.2% | +95.6% | +42.5% |
| 3Y | +67.0% | +77.1% | -10.0% | +66.0% |
| 5Y | +161.9% | -29.7% | +191.6% | +161.4% |
| All | +207.7% | -29.7% | +237.4% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling