+1,019.2%
XLE vs BTI
+3,010.3%
-1,991.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -0.2% | -3.0% | +2.8% | +0.7% |
| 30D | -4.0% | +9.8% | -13.8% | -7.0% |
| 3M | +4.6% | +9.2% | -4.6% | +1.4% |
| 6M | +12.3% | +4.0% | +8.3% | +9.9% |
| YTD | +44.5% | +12.7% | +31.9% | +37.3% |
| 1Y | +42.4% | +15.9% | +26.5% | +33.8% |
| 3Y | +67.0% | +148.9% | -81.9% | +19.6% |
| 5Y | +161.9% | +152.8% | +9.2% | +85.7% |
| 10Y | +173.9% | +124.2% | +49.6% | +97.0% |
| All | +1,019.2% | +3,010.3% | -1,991.1% | +485.1% |
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