+179.2%
XLE vs BTG
+164.8%
+14.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +5.4% | -9.1% | +14.5% | +6.2% |
| 30D | -3.9% | -1.6% | -2.3% | -4.0% |
| 3M | +7.0% | -2.8% | +9.8% | +6.8% |
| 6M | +14.2% | -7.6% | +21.8% | +14.0% |
| YTD | +48.2% | +10.2% | +37.9% | +43.8% |
| 1Y | +47.7% | +21.3% | +26.4% | +41.7% |
| 3Y | +70.0% | +82.7% | -12.7% | +51.9% |
| 5Y | +169.1% | +30.8% | +138.3% | +146.3% |
| All | +179.2% | +164.8% | +14.3% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling