+60.5%
XOM vs BTG
+94.8%
-34.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +4.1% | -3.8% | +7.8% | +4.1% |
| 30D | +4.6% | +3.6% | +0.9% | +4.5% |
| 3M | +14.0% | +32.0% | -18.1% | +13.7% |
| 6M | +11.0% | +3.4% | +7.6% | +11.4% |
| YTD | +40.7% | +20.8% | +19.9% | +39.9% |
| 1Y | +52.3% | +22.4% | +29.9% | +50.9% |
| 3Y | +60.5% | +91.7% | -31.3% | +53.8% |
| All | +60.5% | +94.8% | -34.4% | +53.8% |
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