+225.7%
XLE vs BTI
+115.0%
+110.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | +12.6% | -7.0% | +19.7% | +14.6% |
| 3M | +11.8% | -6.3% | +18.2% | +13.3% |
| 6M | +16.1% | -2.0% | +18.0% | +15.7% |
| YTD | +46.9% | +0.2% | +46.7% | +45.0% |
| 1Y | +53.3% | +3.8% | +49.5% | +49.5% |
| 3Y | +54.9% | +112.1% | -57.2% | +12.3% |
| 5Y | +225.7% | +113.6% | +112.1% | +130.8% |
| All | +225.7% | +115.0% | +110.7% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling