+1,477.5%
XLK vs BTI
+2,624.5%
-1,147.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +2.3% | -2.4% | +4.8% | +2.9% |
| 30D | +0.8% | -4.8% | +5.6% | +1.9% |
| 3M | +4.1% | -8.1% | +12.2% | +5.6% |
| 6M | +34.8% | -4.2% | +38.9% | +34.9% |
| YTD | +30.8% | -1.3% | +32.1% | +29.9% |
| 1Y | +42.4% | +2.1% | +40.2% | +40.0% |
| 3Y | +121.8% | +108.9% | +12.9% | +81.4% |
| 5Y | +146.6% | +114.5% | +32.1% | +99.1% |
| 10Y | +804.3% | +72.2% | +732.0% | +647.1% |
| All | +1,477.5% | +2,624.5% | -1,147.0% | +1,017.1% |
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