-5.8%
XLC vs BTI
+24.7%
-30.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.1% |
| 7D | +1.8% | +5.3% | -3.5% | +1.2% |
| 30D | -6.0% | +19.1% | -25.0% | -8.0% |
| 3M | -6.0% | +6.5% | -12.5% | -6.9% |
| 6M | -9.1% | +9.4% | -18.5% | -10.0% |
| YTD | -10.0% | +14.4% | -24.4% | -12.0% |
| 1Y | -5.8% | +23.9% | -29.7% | -10.7% |
| All | -5.8% | +24.7% | -30.5% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling