+151.7%
XLK vs BTDR
+15.3%
+136.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.9% |
| 7D | -0.4% | -3.2% | +2.8% | -0.2% |
| 30D | -0.5% | +32.7% | -33.1% | -2.7% |
| 3M | +5.0% | -28.4% | +33.4% | +6.4% |
| 6M | +32.9% | +51.7% | -18.9% | +27.7% |
| YTD | +29.0% | +2.9% | +26.1% | +26.4% |
| 1Y | +37.8% | -15.5% | +53.3% | +35.1% |
| 3Y | +118.7% | 0.0% | +118.7% | +101.5% |
| 5Y | +145.6% | +16.5% | +129.1% | +121.3% |
| All | +151.7% | +15.3% | +136.4% | +126.3% |
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