+835.0%
XLB vs BTI
+3,010.3%
-2,175.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | +7.2% | +9.8% | -2.5% | +4.2% |
| 3M | 0.0% | +9.2% | -9.1% | -2.8% |
| 6M | +2.3% | +4.0% | -1.7% | +0.5% |
| YTD | +18.4% | +12.7% | +5.7% | +13.2% |
| 1Y | +23.3% | +15.9% | +7.4% | +16.8% |
| 3Y | +45.2% | +148.9% | -103.8% | +7.3% |
| 5Y | +31.0% | +152.8% | -121.8% | -4.2% |
| 10Y | +168.8% | +124.2% | +44.5% | +97.5% |
| All | +835.0% | +3,010.3% | -2,175.3% | +347.6% |
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