+80.3%
XLI vs BTDR
+23.3%
+57.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.4% |
| 7D | -0.6% | +14.8% | -15.4% | -1.1% |
| 30D | -6.9% | +41.8% | -48.7% | -8.3% |
| 3M | -1.9% | -29.2% | +27.2% | -1.2% |
| 6M | +1.0% | +66.2% | -65.1% | -1.7% |
| YTD | +11.3% | +10.0% | +1.3% | +9.5% |
| 1Y | +15.8% | -11.0% | +26.8% | +13.9% |
| 3Y | +69.8% | +6.9% | +62.9% | +60.5% |
| 5Y | +80.9% | +24.7% | +56.2% | +70.8% |
| All | +80.3% | +23.3% | +57.0% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling