+1,935.2%
XLK vs BTG
+373.5%
+1,561.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.2% | -3.8% | +4.0% | +0.4% |
| 30D | -0.6% | +3.6% | -4.3% | -0.9% |
| 3M | +2.6% | +32.0% | -29.5% | +0.8% |
| 6M | +34.0% | +3.4% | +30.6% | +33.2% |
| YTD | +30.7% | +20.8% | +9.9% | +28.7% |
| 1Y | +39.2% | +22.4% | +16.8% | +36.8% |
| 3Y | +120.4% | +91.7% | +28.7% | +110.6% |
| 5Y | +148.8% | +79.0% | +69.8% | +137.4% |
| 10Y | +803.3% | +152.6% | +650.7% | +745.0% |
| All | +1,935.2% | +373.5% | +1,561.7% | +1,662.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling