+43.4%
XLK vs BTI
+5.0%
+38.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.6% |
| 7D | +0.9% | -1.4% | +2.2% | +0.7% |
| 30D | +0.7% | -6.6% | +7.4% | 0.0% |
| 3M | -2.9% | -3.0% | +0.1% | -3.8% |
| 6M | +34.3% | -6.7% | +40.9% | +32.9% |
| YTD | +30.4% | +0.6% | +29.8% | +28.9% |
| 1Y | +43.4% | +5.6% | +37.8% | +44.6% |
| All | +43.4% | +5.0% | +38.4% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling