+1,093.3%
XLI vs BTI
+2,624.5%
-1,531.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -0.6% | -2.4% | +1.9% | 0.0% |
| 30D | -6.9% | -4.8% | -2.2% | -5.8% |
| 3M | -1.9% | -8.1% | +6.2% | -0.2% |
| 6M | +1.0% | -4.2% | +5.2% | +1.5% |
| YTD | +11.3% | -1.3% | +12.6% | +10.8% |
| 1Y | +15.8% | +2.1% | +13.7% | +14.1% |
| 3Y | +69.8% | +108.9% | -39.1% | +37.3% |
| 5Y | +80.9% | +114.5% | -33.6% | +44.3% |
| 10Y | +257.2% | +72.2% | +185.0% | +191.9% |
| All | +1,093.3% | +2,624.5% | -1,531.2% | +634.9% |
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