+566.7%
BTI vs XME
+246.2%
+320.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -1.4% | +3.6% | -5.0% | -2.2% |
| 30D | -7.0% | +3.6% | -10.7% | -8.0% |
| 3M | -6.3% | +1.2% | -7.5% | -7.2% |
| 6M | -2.0% | +9.0% | -11.0% | -5.0% |
| YTD | +0.2% | +15.9% | -15.7% | -4.7% |
| 1Y | +3.8% | +43.2% | -39.4% | -6.6% |
| 3Y | +112.1% | +137.4% | -25.3% | +65.9% |
| 5Y | +113.6% | +185.0% | -71.4% | +56.4% |
| 10Y | +69.6% | +409.5% | -339.9% | +2.2% |
| All | +566.7% | +246.2% | +320.6% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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