+47.9%
XLP vs BTDR
-29.7%
+77.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | +0.5% |
| 7D | -0.5% | +7.7% | -8.2% | -0.5% |
| 30D | +8.3% | -24.1% | +32.4% | +8.4% |
| 3M | +8.7% | -19.1% | +27.8% | +8.7% |
| 6M | +11.2% | -46.6% | +57.8% | +11.2% |
| YTD | +20.0% | -37.3% | +57.3% | +19.7% |
| 1Y | +21.3% | -53.2% | +74.5% | +21.2% |
| 3Y | +43.8% | +77.1% | -33.2% | +41.3% |
| 5Y | +43.3% | -29.7% | +73.0% | +41.7% |
| All | +47.9% | -29.7% | +77.6% | +46.2% |
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