+119.9%
XRT vs BTG
+158.3%
-38.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | -3.6% | -5.5% | +1.9% | -3.2% |
| 30D | -6.7% | +6.1% | -12.8% | -7.1% |
| 3M | -1.4% | +38.6% | -40.0% | -3.9% |
| 6M | +1.7% | +0.7% | +1.0% | +1.0% |
| YTD | -1.5% | +20.3% | -21.8% | -3.6% |
| 1Y | -2.5% | +25.0% | -27.5% | -5.2% |
| 3Y | +39.9% | +97.3% | -57.4% | +30.4% |
| 5Y | -2.6% | +78.3% | -80.9% | -9.2% |
| All | +119.9% | +158.3% | -38.4% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling