+142.5%
XLC vs BTI
+111.1%
+31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.8% | -1.4% | +0.5% | -0.5% |
| 30D | +1.0% | -6.6% | +7.7% | +2.9% |
| 3M | -0.7% | -3.0% | +2.3% | -0.2% |
| 6M | -5.1% | -6.7% | +1.5% | -3.9% |
| YTD | -4.3% | +0.6% | -4.8% | -5.3% |
| 1Y | -0.6% | +5.6% | -6.2% | -3.1% |
| 3Y | +72.7% | +110.3% | -37.6% | +34.2% |
| 5Y | +38.0% | +114.3% | -76.3% | +5.4% |
| All | +142.5% | +111.1% | +31.4% | +66.0% |
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