+1,024.7%
XLE vs BTI
+2,675.6%
-1,650.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +2.2% | -1.4% | +3.6% | +2.7% |
| 30D | +11.8% | -6.6% | +18.4% | +14.1% |
| 3M | +9.8% | -3.0% | +12.8% | +10.4% |
| 6M | +15.6% | -6.7% | +22.3% | +17.2% |
| YTD | +45.3% | +0.6% | +44.7% | +43.5% |
| 1Y | +48.3% | +5.6% | +42.7% | +43.8% |
| 3Y | +55.4% | +110.3% | -54.9% | +17.8% |
| 5Y | +216.1% | +114.3% | +101.8% | +137.1% |
| 10Y | +178.4% | +67.7% | +110.7% | +119.0% |
| All | +1,024.7% | +2,675.6% | -1,650.9% | +511.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling