+412.9%
XLF vs BTI
+2,624.5%
-2,211.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -1.0% | -2.4% | +1.4% | -0.2% |
| 30D | -1.3% | -4.8% | +3.5% | +0.3% |
| 3M | +9.1% | -8.1% | +17.3% | +11.9% |
| 6M | +14.4% | -4.2% | +18.5% | +15.1% |
| YTD | +5.1% | -1.3% | +6.4% | +4.4% |
| 1Y | +8.6% | +2.1% | +6.5% | +6.4% |
| 3Y | +74.4% | +108.9% | -34.5% | +30.9% |
| 5Y | +64.4% | +114.5% | -50.1% | +21.3% |
| 10Y | +251.6% | +72.2% | +179.3% | +168.9% |
| All | +412.9% | +2,624.5% | -2,211.6% | +148.0% |
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