+820.5%
XLB vs BTI
+2,675.6%
-1,855.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | -0.4% | -6.6% | +6.2% | +1.6% |
| 3M | +2.0% | -3.0% | +5.0% | +2.5% |
| 6M | +1.8% | -6.7% | +8.5% | +3.3% |
| YTD | +16.6% | +0.6% | +16.0% | +15.5% |
| 1Y | +16.9% | +5.6% | +11.3% | +14.0% |
| 3Y | +32.6% | +110.3% | -77.8% | +3.2% |
| 5Y | +35.6% | +114.3% | -78.6% | +4.5% |
| 10Y | +160.0% | +67.7% | +92.4% | +107.9% |
| All | +820.5% | +2,675.6% | -1,855.1% | +356.6% |
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