+181.3%
XLE vs BTI
+68.1%
+113.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +0.3% | -2.4% | +2.7% | +1.3% |
| 30D | +8.5% | -4.8% | +13.3% | +10.5% |
| 3M | +14.6% | -8.1% | +22.7% | +17.8% |
| 6M | +17.6% | -4.2% | +21.8% | +18.1% |
| YTD | +48.1% | -1.3% | +49.4% | +46.5% |
| 1Y | +53.8% | +2.1% | +51.7% | +49.6% |
| 3Y | +56.2% | +108.9% | -52.7% | +6.9% |
| 5Y | +227.7% | +114.5% | +113.3% | +119.0% |
| 10Y | +181.3% | +72.2% | +109.1% | +89.4% |
| All | +181.3% | +68.1% | +113.2% | +89.4% |
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 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