+24.3%
XLP vs BTDR
-69.9%
+94.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.6% | +9.0% | +3.2% |
| 7D | +5.9% | -17.6% | +23.4% | +5.4% |
| 30D | +13.5% | -40.3% | +53.7% | +12.3% |
| 3M | +8.4% | -42.6% | +51.0% | +7.4% |
| 6M | +11.5% | -46.3% | +57.8% | +10.2% |
| YTD | +20.6% | -41.7% | +62.4% | +18.9% |
| 1Y | +24.3% | -69.4% | +93.7% | +23.3% |
| All | +24.3% | -69.9% | +94.2% | +23.3% |
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 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