+47.7%
XLE vs BTG
+17.5%
+30.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | +5.4% | -9.1% | +14.5% | +4.9% |
| 30D | -3.9% | -1.6% | -2.3% | -3.8% |
| 3M | +7.0% | -2.8% | +9.8% | +7.2% |
| 6M | +14.2% | -7.6% | +21.8% | +15.2% |
| YTD | +48.2% | +10.2% | +37.9% | +46.2% |
| 1Y | +47.7% | +21.3% | +26.4% | +43.0% |
| All | +47.7% | +17.5% | +30.2% | +43.0% |
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