-1.6%
XLY vs BTG
+30.1%
-31.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -7.0% | -4.2% |
| 7D | +1.2% | +5.6% | -4.4% | +0.5% |
| 30D | +5.3% | +1.2% | +4.1% | +4.9% |
| 3M | -0.6% | +29.0% | -29.6% | -4.0% |
| 6M | +0.1% | +25.4% | -25.3% | -3.3% |
| YTD | -0.9% | +18.3% | -19.2% | -5.4% |
| 1Y | -1.6% | +32.4% | -34.0% | -9.2% |
| All | -1.6% | +30.1% | -31.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling