+788.5%
XLK vs BTI
+73.8%
+714.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -0.6% | -1.1% | +0.4% | -0.4% |
| 3M | +2.6% | -8.8% | +11.3% | +4.5% |
| 6M | +34.0% | -4.0% | +37.9% | +33.9% |
| YTD | +30.7% | +0.4% | +30.3% | +28.7% |
| 1Y | +39.2% | +1.9% | +37.3% | +36.2% |
| 3Y | +120.4% | +108.5% | +11.9% | +67.6% |
| 5Y | +148.8% | +118.5% | +30.3% | +83.4% |
| All | +788.5% | +73.8% | +714.7% | +549.3% |
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