+81.8%
XLI vs BTDR
+20.7%
+61.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.9% |
| 7D | -1.7% | -3.4% | +1.7% | -1.5% |
| 30D | -7.3% | +32.6% | -39.9% | -8.4% |
| 3M | -1.3% | -32.2% | +30.9% | -0.5% |
| 6M | +2.2% | +52.4% | -50.1% | -0.2% |
| YTD | +11.7% | +6.7% | +5.0% | +10.0% |
| 1Y | +14.3% | -15.2% | +29.5% | +12.6% |
| 3Y | +70.3% | +14.9% | +55.5% | +61.1% |
| All | +81.8% | +20.7% | +61.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling