+821.1%
XLB vs BTI
+3,053.1%
-2,232.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.5% | +1.6% | -1.1% | 0.0% |
| 30D | +5.2% | +9.2% | -4.1% | +2.3% |
| 3M | +0.3% | +9.6% | -9.3% | -2.6% |
| 6M | +1.2% | -2.4% | +3.6% | +1.4% |
| YTD | +16.6% | +14.2% | +2.4% | +11.1% |
| 1Y | +21.4% | +20.3% | +1.1% | +13.8% |
| 3Y | +43.2% | +147.4% | -104.2% | +6.1% |
| 5Y | +28.0% | +155.4% | -127.4% | -6.6% |
| 10Y | +164.8% | +127.3% | +37.4% | +93.8% |
| All | +821.1% | +3,053.1% | -2,232.0% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling