+33.6%
XLY vs BTDR
+4.4%
+29.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.6% |
| 7D | -1.7% | -3.4% | +1.7% | -1.5% |
| 30D | -4.2% | +32.6% | -36.8% | -6.2% |
| 3M | -2.7% | -32.2% | +29.6% | -1.0% |
| 6M | -0.6% | +52.4% | -53.0% | -5.1% |
| YTD | -5.0% | +6.7% | -11.7% | -7.7% |
| 1Y | -4.1% | -15.2% | +11.1% | -6.8% |
| 3Y | +33.6% | +14.9% | +18.7% | +16.2% |
| All | +33.6% | +4.4% | +29.2% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling