+35.0%
XLP vs BTDR
+26.7%
+8.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.7% |
| 7D | -1.4% | +22.4% | -23.9% | -1.5% |
| 30D | -1.3% | +16.5% | -17.7% | -1.3% |
| 3M | +1.8% | -31.5% | +33.3% | +2.1% |
| 6M | -0.8% | +74.0% | -74.9% | -1.3% |
| YTD | +9.5% | +13.0% | -3.5% | +9.3% |
| 1Y | +7.2% | -0.2% | +7.4% | +6.8% |
| 3Y | +27.1% | +9.9% | +17.2% | +25.4% |
| 5Y | +32.0% | +28.1% | +3.9% | +30.8% |
| All | +35.0% | +26.7% | +8.3% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling