+46.3%
XLU vs BTG
+94.8%
-48.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | -3.8% | +2.2% | -1.3% |
| 30D | -3.3% | +3.6% | -6.9% | -3.7% |
| 3M | -3.2% | +32.0% | -35.2% | -5.9% |
| 6M | -7.0% | +3.4% | -10.3% | -7.8% |
| YTD | +0.6% | +20.8% | -20.2% | -2.5% |
| 1Y | +2.4% | +22.4% | -20.0% | -1.5% |
| 3Y | +46.3% | +91.7% | -45.5% | +27.8% |
| All | +46.3% | +94.8% | -48.6% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling