+39.2%
XLK vs BTDR
-13.8%
+53.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.9% |
| 7D | +0.2% | -3.4% | +3.6% | +0.6% |
| 30D | -0.6% | +32.6% | -33.2% | -4.4% |
| 3M | +2.6% | -32.2% | +34.8% | +5.4% |
| 6M | +34.0% | +52.4% | -18.4% | +25.9% |
| YTD | +30.7% | +6.7% | +24.0% | +25.8% |
| 1Y | +39.2% | -15.2% | +54.4% | +36.5% |
| All | +39.2% | -13.8% | +53.0% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling