+450.5%
XLP vs BTG
+400.0%
+50.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.8% |
| 7D | +0.1% | +19.1% | -19.0% | -0.4% |
| 30D | +8.9% | +8.2% | +0.8% | +8.6% |
| 3M | +7.5% | +13.3% | -5.9% | +7.0% |
| 6M | +9.4% | +8.1% | +1.3% | +8.9% |
| YTD | +19.3% | +27.5% | -8.3% | +17.9% |
| 1Y | +21.7% | +47.1% | -25.4% | +19.8% |
| 3Y | +44.0% | +105.8% | -61.8% | +39.4% |
| 5Y | +42.8% | +55.8% | -13.0% | +38.8% |
| 10Y | +128.8% | +161.8% | -33.0% | +118.0% |
| All | +450.5% | +400.0% | +50.6% | +434.1% |
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