+54.9%
XLE vs BTG
+101.2%
-46.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.2% |
| 7D | 0.0% | +4.8% | -4.8% | -0.1% |
| 30D | +12.6% | +8.3% | +4.3% | +12.3% |
| 3M | +11.8% | +32.3% | -20.5% | +10.8% |
| 6M | +16.1% | +3.0% | +13.1% | +16.4% |
| YTD | +46.9% | +21.9% | +25.0% | +44.7% |
| 1Y | +53.3% | +28.2% | +25.1% | +49.6% |
| 3Y | +54.9% | +99.9% | -45.0% | +43.0% |
| All | +54.9% | +101.2% | -46.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling