+197.0%
BTI vs XYL
+456.4%
-259.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -1.1% | -11.9% | +10.9% | +2.1% |
| 3M | -8.8% | -1.5% | -7.2% | -8.5% |
| 6M | -4.0% | -11.9% | +8.0% | -1.2% |
| YTD | +0.4% | -20.6% | +20.9% | +5.9% |
| 1Y | +1.9% | -23.5% | +25.4% | +8.5% |
| 3Y | +108.5% | +14.9% | +93.7% | +95.0% |
| 5Y | +118.5% | -15.3% | +133.8% | +118.6% |
| 10Y | +75.1% | +148.6% | -73.5% | +24.4% |
| All | +197.0% | +456.4% | -259.3% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling