+43.0%
XLC vs BTI
+154.4%
-111.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.5% | -3.0% | +6.5% | +4.1% |
| 30D | -2.6% | +9.8% | -12.3% | -4.4% |
| 3M | -2.1% | +9.2% | -11.3% | -3.9% |
| 6M | -5.5% | +4.0% | -9.5% | -6.6% |
| YTD | -6.9% | +12.7% | -19.6% | -9.8% |
| 1Y | -3.7% | +15.9% | -19.7% | -7.4% |
| 3Y | +64.2% | +148.9% | -84.7% | +26.9% |
| 5Y | +43.0% | +152.8% | -109.7% | +5.4% |
| All | +43.0% | +154.4% | -111.3% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling