+451.4%
XLP vs BTG
+367.4%
+84.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | +2.3% | +13.0% | -10.6% | +2.0% |
| 30D | +9.1% | +1.1% | +8.0% | +9.0% |
| 3M | +7.9% | +5.3% | +2.5% | +7.6% |
| 6M | +9.6% | +1.1% | +8.5% | +9.3% |
| YTD | +19.4% | +19.2% | +0.2% | +18.3% |
| 1Y | +22.4% | +31.5% | -9.1% | +20.8% |
| 3Y | +43.2% | +94.3% | -51.1% | +38.9% |
| 5Y | +42.6% | +41.8% | +0.8% | +38.9% |
| 10Y | +135.4% | +162.9% | -27.5% | +124.5% |
| All | +451.4% | +367.4% | +84.0% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling