+75.4%
XOM vs BTSG
+382.3%
-306.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +0.6% |
| 7D | +1.9% | -5.8% | +7.6% | +1.8% |
| 30D | +4.1% | 0.0% | +4.1% | +4.1% |
| 3M | +10.4% | -4.5% | +14.9% | +10.3% |
| 6M | +13.0% | +40.0% | -27.0% | +11.9% |
| YTD | +40.1% | +54.6% | -14.5% | +38.0% |
| 1Y | +51.1% | +106.1% | -55.0% | +46.9% |
| All | +75.4% | +382.3% | -306.9% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling