+253.9%
XLI vs BTI
+73.8%
+180.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -7.3% | -1.1% | -6.2% | -7.0% |
| 3M | -1.3% | -8.8% | +7.4% | +1.1% |
| 6M | +2.2% | -4.0% | +6.2% | +2.6% |
| YTD | +11.7% | +0.4% | +11.3% | +10.3% |
| 1Y | +14.3% | +1.9% | +12.3% | +12.1% |
| 3Y | +70.3% | +108.5% | -38.2% | +27.8% |
| 5Y | +82.3% | +118.5% | -36.2% | +32.6% |
| All | +253.9% | +73.8% | +180.1% | +159.0% |
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 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