+49.9%
XLE vs BTI
+24.7%
+25.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.1% | -4.9% |
| 7D | -7.2% | +5.3% | -12.5% | -7.4% |
| 30D | +0.1% | +19.1% | -19.0% | -0.9% |
| 3M | +9.2% | +6.5% | +2.7% | +8.8% |
| 6M | +8.4% | +9.4% | -1.1% | +7.6% |
| YTD | +44.9% | +14.4% | +30.5% | +40.9% |
| 1Y | +49.9% | +23.9% | +26.0% | +46.5% |
| All | +49.9% | +24.7% | +25.2% | +46.5% |
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