+155.1%
XLK vs BTDR
+19.6%
+135.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.1% |
| 7D | +0.2% | -3.4% | +3.6% | +0.4% |
| 30D | -0.6% | +32.6% | -33.2% | -2.8% |
| 3M | +2.6% | -32.2% | +34.8% | +4.3% |
| 6M | +34.0% | +52.4% | -18.4% | +28.7% |
| YTD | +30.7% | +6.7% | +24.0% | +27.7% |
| 1Y | +39.2% | -15.2% | +54.4% | +36.3% |
| 3Y | +120.4% | +14.9% | +105.5% | +102.3% |
| 5Y | +148.8% | +20.8% | +128.0% | +123.6% |
| All | +155.1% | +19.6% | +135.5% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling