+409.0%
XLP vs BTG
+392.0%
+17.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -0.9% | +36.8% | -37.7% | -1.9% |
| 3M | +3.8% | +23.1% | -19.3% | +3.0% |
| 6M | -1.7% | +3.5% | -5.2% | -2.1% |
| YTD | +10.3% | +25.5% | -15.2% | +9.1% |
| 1Y | +7.8% | +40.1% | -32.3% | +6.1% |
| 3Y | +27.2% | +101.1% | -73.9% | +23.3% |
| 5Y | +32.5% | +70.6% | -38.1% | +28.6% |
| 10Y | +101.8% | +152.1% | -50.3% | +92.5% |
| All | +409.0% | +392.0% | +17.0% | +394.3% |
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