+50.3%
XLE vs BTG
+27.7%
+22.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.7% |
| 7D | +0.5% | -5.5% | +5.9% | +0.3% |
| 30D | +6.6% | +6.1% | +0.5% | +6.8% |
| 3M | +12.3% | +38.6% | -26.4% | +13.5% |
| 6M | +18.4% | +0.7% | +17.7% | +20.4% |
| YTD | +47.2% | +20.3% | +26.9% | +47.6% |
| 1Y | +50.3% | +25.0% | +25.2% | +50.6% |
| All | +50.3% | +27.7% | +22.6% | +50.6% |
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