+48.5%
XLU vs BTDR
+19.6%
+28.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -1.6% | -3.4% | +1.8% | -1.6% |
| 30D | -3.3% | +32.6% | -35.9% | -3.8% |
| 3M | -3.2% | -32.2% | +29.1% | -2.7% |
| 6M | -7.0% | +52.4% | -59.3% | -8.2% |
| YTD | +0.6% | +6.7% | -6.1% | -0.3% |
| 1Y | +2.4% | -15.2% | +17.7% | +1.7% |
| 3Y | +46.3% | +14.9% | +31.4% | +41.4% |
| 5Y | +44.0% | +20.8% | +23.2% | +40.4% |
| All | +48.5% | +19.6% | +28.9% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling