+35.9%
XLP vs BTDR
+23.8%
+12.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.8% |
| 7D | -1.0% | +20.0% | -21.0% | -1.0% |
| 30D | -0.9% | +11.9% | -12.8% | -0.9% |
| 3M | +3.8% | -36.9% | +40.7% | +4.1% |
| 6M | -1.7% | +56.5% | -58.2% | -2.1% |
| YTD | +10.3% | +10.4% | -0.2% | +10.0% |
| 1Y | +7.8% | +3.1% | +4.7% | +7.4% |
| 3Y | +27.2% | -2.6% | +29.8% | +25.5% |
| 5Y | +32.5% | +25.2% | +7.3% | +31.2% |
| All | +35.9% | +23.8% | +12.1% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling