+158.8%
XLB vs BTI
+72.6%
+86.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -3.5% | -2.0% | -1.6% | -2.9% |
| 30D | -4.7% | -3.4% | -1.2% | -3.6% |
| 3M | +2.7% | -9.0% | +11.7% | +5.7% |
| 6M | +2.6% | -5.0% | +7.6% | +3.6% |
| YTD | +12.8% | -0.3% | +13.2% | +11.9% |
| 1Y | +14.0% | +3.1% | +10.8% | +11.5% |
| 3Y | +31.5% | +111.0% | -79.5% | -3.1% |
| 5Y | +33.4% | +117.0% | -83.6% | -3.4% |
| All | +158.8% | +72.6% | +86.3% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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