+143.7%
XLC vs BTI
+110.6%
+33.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +0.7% | -8.8% | +9.5% | +3.0% |
| 6M | -3.2% | -4.0% | +0.7% | -2.7% |
| YTD | -3.8% | +0.4% | -4.2% | -4.7% |
| 1Y | -2.0% | +1.9% | -4.0% | -3.5% |
| 3Y | +71.4% | +108.5% | -37.2% | +33.6% |
| 5Y | +40.7% | +118.5% | -77.8% | +6.8% |
| All | +143.7% | +110.6% | +33.1% | +66.9% |
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