+209.2%
XLE vs BTDR
+23.8%
+185.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -0.9% |
| 7D | +2.2% | +20.0% | -17.8% | +2.0% |
| 30D | +11.8% | +11.9% | -0.2% | +11.6% |
| 3M | +9.8% | -36.9% | +46.8% | +10.3% |
| 6M | +15.6% | +56.5% | -40.9% | +14.1% |
| YTD | +45.3% | +10.4% | +34.8% | +44.2% |
| 1Y | +48.3% | +3.1% | +45.2% | +46.7% |
| 3Y | +55.4% | -2.6% | +58.0% | +52.4% |
| 5Y | +216.1% | +25.2% | +190.9% | +215.7% |
| All | +209.2% | +23.8% | +185.4% | +206.2% |
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