+63.8%
XLE vs BTSG
+505.2%
-441.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -0.2% | +4.0% | -4.3% | -0.4% |
| 30D | -4.0% | +15.3% | -19.3% | -4.6% |
| 3M | +4.6% | +25.4% | -20.8% | +3.5% |
| 6M | +12.3% | +31.9% | -19.6% | +10.0% |
| YTD | +44.5% | +93.9% | -49.4% | +36.6% |
| 1Y | +42.4% | +114.2% | -71.7% | +33.2% |
| All | +63.8% | +505.2% | -441.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling