+157.3%
XLE vs BTG
+355.9%
-198.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -4.0% | -1.1% | -2.9% | -4.1% |
| 3M | +4.6% | +2.5% | +2.1% | +4.0% |
| 6M | +12.3% | -3.1% | +15.4% | +11.6% |
| YTD | +44.5% | +16.3% | +28.2% | +40.1% |
| 1Y | +42.4% | +27.6% | +14.8% | +36.7% |
| 3Y | +67.0% | +89.5% | -22.5% | +51.8% |
| 5Y | +161.9% | +33.6% | +128.3% | +143.5% |
| 10Y | +173.9% | +178.2% | -4.3% | +129.9% |
| All | +157.3% | +355.9% | -198.7% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling