+30.8%
XLV vs BTG
+94.8%
-64.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | -3.8% | +0.2% | -3.4% |
| 30D | -1.8% | +3.6% | -5.5% | -2.0% |
| 3M | +7.8% | +32.0% | -24.2% | +6.2% |
| 6M | +9.1% | +3.4% | +5.7% | +8.5% |
| YTD | +7.7% | +20.8% | -13.1% | +6.0% |
| 1Y | +20.4% | +22.4% | -2.0% | +18.0% |
| 3Y | +30.8% | +91.7% | -60.9% | +23.8% |
| All | +30.8% | +94.8% | -64.1% | +23.8% |
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