+117.0%
BTI vs XYL
-15.8%
+132.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -2.0% | -1.2% | -0.7% | -1.8% |
| 30D | -3.4% | -13.2% | +9.7% | -1.3% |
| 3M | -9.0% | -0.2% | -8.8% | -9.0% |
| 6M | -5.0% | -12.5% | +7.5% | -3.2% |
| YTD | -0.3% | -20.9% | +20.6% | +3.0% |
| 1Y | +3.1% | -21.6% | +24.7% | +6.7% |
| 3Y | +111.0% | +16.1% | +94.8% | +101.3% |
| 5Y | +117.0% | -15.6% | +132.6% | +105.2% |
| All | +117.0% | -15.8% | +132.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling