+70.3%
XLI vs BTG
+94.8%
-24.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | -3.8% | +2.1% | -1.3% |
| 30D | -7.3% | +3.6% | -10.9% | -7.6% |
| 3M | -1.3% | +32.0% | -33.4% | -4.1% |
| 6M | +2.2% | +3.4% | -1.1% | +1.0% |
| YTD | +11.7% | +20.8% | -9.1% | +8.7% |
| 1Y | +14.3% | +22.4% | -8.2% | +10.4% |
| 3Y | +70.3% | +91.7% | -21.4% | +55.3% |
| All | +70.3% | +94.8% | -24.5% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling