+44.8%
XLP vs BTG
+82.1%
-37.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +2.5% | -9.1% | +11.6% | +2.8% |
| 30D | +7.3% | -1.6% | +8.9% | +7.3% |
| 3M | +8.1% | -2.8% | +10.9% | +8.0% |
| 6M | +10.5% | -7.6% | +18.1% | +10.7% |
| YTD | +21.2% | +10.2% | +10.9% | +20.1% |
| 1Y | +22.7% | +21.3% | +1.5% | +21.1% |
| 3Y | +44.8% | +82.7% | -37.9% | +39.9% |
| All | +44.8% | +82.1% | -37.3% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling