+354.9%
XLF vs BTG
+373.5%
-18.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.5% | -3.8% | +2.3% | -1.3% |
| 30D | -1.2% | +3.6% | -4.8% | -1.3% |
| 3M | +9.2% | +32.0% | -22.8% | +7.8% |
| 6M | +16.3% | +3.4% | +13.0% | +15.7% |
| YTD | +5.4% | +20.8% | -15.4% | +4.1% |
| 1Y | +7.6% | +22.4% | -14.8% | +6.0% |
| 3Y | +74.2% | +91.7% | -17.5% | +67.4% |
| 5Y | +66.1% | +79.0% | -12.9% | +59.3% |
| 10Y | +252.8% | +152.6% | +100.2% | +228.2% |
| All | +354.9% | +373.5% | -18.7% | +254.6% |
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