+42.8%
XLP vs BTDR
+54.4%
-11.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.8% | +12.4% | -0.5% |
| 7D | -0.2% | +15.4% | -15.7% | -0.1% |
| 30D | +8.2% | -33.4% | +41.6% | +8.1% |
| 3M | +7.7% | -32.0% | +39.8% | +7.6% |
| 6M | +9.3% | -52.2% | +61.5% | +9.2% |
| YTD | +19.5% | -45.3% | +64.8% | +19.1% |
| 1Y | +21.0% | -56.0% | +77.0% | +20.7% |
| All | +42.8% | +54.4% | -11.6% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling