+54.7%
XLE vs BTI
+114.2%
-59.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | +11.8% | -6.6% | +18.4% | +12.5% |
| 3M | +9.8% | -3.0% | +12.8% | +9.9% |
| 6M | +15.6% | -6.7% | +22.3% | +16.1% |
| YTD | +45.3% | +0.6% | +44.7% | +44.4% |
| 1Y | +48.3% | +5.6% | +42.7% | +46.6% |
| All | +54.7% | +114.2% | -59.5% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling