+248.8%
XLF vs BTI
+73.8%
+175.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.2% | -1.1% | -0.1% | -0.8% |
| 3M | +9.2% | -8.8% | +17.9% | +12.2% |
| 6M | +16.3% | -4.0% | +20.3% | +16.9% |
| YTD | +5.4% | +0.4% | +5.1% | +4.0% |
| 1Y | +7.6% | +1.9% | +5.7% | +5.4% |
| 3Y | +74.2% | +108.5% | -34.3% | +27.9% |
| 5Y | +66.1% | +118.5% | -52.4% | +18.7% |
| All | +248.8% | +73.8% | +175.1% | +153.4% |
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