-7.5%
XLU vs BTDR
+51.5%
-59.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | -2.5% | +32.7% | -35.2% | -2.4% |
| 3M | -2.7% | -28.4% | +25.6% | -3.0% |
| 6M | -7.5% | +51.7% | -59.2% | -10.5% |
| All | -7.5% | +51.5% | -59.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 6mo: compounded portfolio wealth divided by compounded BTDR 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…
6mo analysis · Full analysis span regression · 6 months rolling