+43.4%
XRT vs BTG
+101.2%
-57.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | -0.3% | +4.8% | -5.1% | -0.7% |
| 30D | -5.6% | +8.3% | -14.0% | -6.4% |
| 3M | +2.5% | +32.3% | -29.8% | -0.5% |
| 6M | +3.7% | +3.0% | +0.7% | +2.6% |
| YTD | +1.0% | +21.9% | -20.9% | -2.4% |
| 1Y | -1.2% | +28.2% | -29.4% | -5.7% |
| 3Y | +43.4% | +99.9% | -56.5% | +27.7% |
| All | +43.4% | +101.2% | -57.9% | +27.7% |
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