+158.5%
XLE vs BTG
+392.0%
-233.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | +11.8% | +36.8% | -25.1% | +8.4% |
| 3M | +9.8% | +23.1% | -13.3% | +7.3% |
| 6M | +15.6% | +3.5% | +12.1% | +14.1% |
| YTD | +45.3% | +25.5% | +19.8% | +40.3% |
| 1Y | +48.3% | +40.1% | +8.2% | +41.2% |
| 3Y | +55.4% | +101.1% | -45.7% | +40.9% |
| 5Y | +216.1% | +70.6% | +145.5% | +188.6% |
| 10Y | +178.4% | +152.1% | +26.3% | +135.5% |
| All | +158.5% | +392.0% | -233.5% | +68.5% |
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