+860.5%
XLY vs BTG
+373.5%
+486.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -1.7% | -3.8% | +2.1% | -1.5% |
| 30D | -4.2% | +3.6% | -7.8% | -4.4% |
| 3M | -2.7% | +32.0% | -34.7% | -4.1% |
| 6M | -0.6% | +3.4% | -4.0% | -1.2% |
| YTD | -5.0% | +20.8% | -25.8% | -6.3% |
| 1Y | -4.1% | +22.4% | -26.5% | -5.6% |
| 3Y | +33.6% | +91.7% | -58.1% | +28.1% |
| 5Y | +28.7% | +79.0% | -50.3% | +23.2% |
| 10Y | +219.6% | +152.6% | +67.1% | +199.6% |
| All | +860.5% | +373.5% | +486.9% | +648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling