+48.3%
XLE vs BTG
+38.4%
+9.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | +11.8% | +36.8% | -25.1% | +13.0% |
| 3M | +9.8% | +23.1% | -13.3% | +11.0% |
| 6M | +15.6% | +3.5% | +12.1% | +17.7% |
| YTD | +45.3% | +25.5% | +19.8% | +45.9% |
| 1Y | +48.3% | +40.1% | +8.2% | +51.3% |
| All | +48.3% | +38.4% | +9.9% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling