+26.9%
XLV vs BTSG
+152.4%
-125.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | +0.2% | +2.7% | -2.5% | +0.1% |
| 30D | +4.4% | -3.6% | +8.1% | +4.6% |
| 3M | +13.2% | +5.8% | +7.4% | +12.3% |
| 6M | +10.1% | +44.7% | -34.6% | +5.6% |
| YTD | +11.7% | +62.2% | -50.5% | +5.9% |
| 1Y | +26.9% | +152.1% | -125.2% | +15.6% |
| All | +26.9% | +152.4% | -125.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling