+163.9%
XLE vs BTI
+125.1%
+38.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -6.7% | -0.1% | -6.6% | -6.8% |
| 30D | -4.4% | +9.6% | -14.0% | -8.0% |
| 3M | +4.0% | +8.3% | -4.3% | +0.3% |
| 6M | +13.2% | +7.5% | +5.7% | +8.6% |
| YTD | +41.9% | +12.3% | +29.6% | +32.9% |
| 1Y | +41.6% | +16.2% | +25.4% | +30.5% |
| 3Y | +64.0% | +148.0% | -84.0% | +3.7% |
| 5Y | +158.1% | +153.2% | +4.9% | +59.3% |
| 10Y | +163.9% | +128.2% | +35.7% | +71.8% |
| All | +163.9% | +125.1% | +38.9% | +71.8% |
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