+7.2%
XLP vs BTG
+29.7%
-22.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -1.4% | +4.8% | -6.3% | -1.5% |
| 30D | -1.3% | +8.3% | -9.6% | -1.4% |
| 3M | +1.8% | +32.3% | -30.5% | +1.6% |
| 6M | -0.8% | +3.0% | -3.8% | -0.7% |
| YTD | +9.5% | +21.9% | -12.4% | +9.4% |
| 1Y | +7.2% | +28.2% | -21.0% | +7.7% |
| All | +7.2% | +29.7% | -22.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling