+120.4%
XLK vs BTDR
+4.4%
+116.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.0% |
| 7D | +0.2% | -3.4% | +3.6% | +0.5% |
| 30D | -0.6% | +32.6% | -33.2% | -3.2% |
| 3M | +2.6% | -32.2% | +34.8% | +4.7% |
| 6M | +34.0% | +52.4% | -18.4% | +27.6% |
| YTD | +30.7% | +6.7% | +24.0% | +27.1% |
| 1Y | +39.2% | -15.2% | +54.4% | +35.6% |
| 3Y | +120.4% | +14.9% | +105.5% | +94.0% |
| All | +120.4% | +4.4% | +116.1% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling