+74.2%
XLF vs BTDR
+4.4%
+69.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.5% |
| 7D | -1.5% | -3.4% | +1.9% | -1.3% |
| 30D | -1.2% | +32.6% | -33.8% | -2.3% |
| 3M | +9.2% | -32.2% | +41.4% | +10.2% |
| 6M | +16.3% | +52.4% | -36.0% | +12.9% |
| YTD | +5.4% | +6.7% | -1.3% | +3.5% |
| 1Y | +7.6% | -15.2% | +22.8% | +5.7% |
| 3Y | +74.2% | +14.9% | +59.3% | +62.0% |
| All | +74.2% | +4.4% | +69.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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