+225.0%
XLE vs BTG
+72.2%
+152.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.4% |
| 7D | 0.0% | +4.8% | -4.8% | -0.5% |
| 30D | +12.6% | +8.3% | +4.3% | +11.5% |
| 3M | +11.8% | +32.3% | -20.5% | +7.8% |
| 6M | +16.1% | +3.0% | +13.1% | +14.8% |
| YTD | +46.9% | +21.9% | +25.0% | +40.3% |
| 1Y | +53.3% | +28.2% | +25.1% | +43.9% |
| 3Y | +54.9% | +99.9% | -45.0% | +28.5% |
| All | +225.0% | +72.2% | +152.8% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling