+44.0%
XLP vs BTDR
-44.0%
+88.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.6% | +10.1% | +1.4% |
| 7D | +2.5% | -6.9% | +9.4% | +2.5% |
| 30D | +7.3% | -31.5% | +38.8% | +7.3% |
| 3M | +8.1% | -36.1% | +44.2% | +8.0% |
| 6M | +10.5% | -57.6% | +68.1% | +10.4% |
| YTD | +21.2% | -50.0% | +71.2% | +20.9% |
| 1Y | +22.7% | -49.6% | +72.3% | +22.4% |
| 3Y | +44.8% | +48.5% | -3.7% | +42.1% |
| All | +44.0% | -44.0% | +88.0% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling