+128.8%
XLP vs BTI
+114.6%
+14.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | +8.9% | +8.3% | +0.7% | +6.3% |
| 3M | +7.5% | +2.9% | +4.6% | +6.4% |
| 6M | +9.4% | +6.2% | +3.2% | +7.1% |
| YTD | +19.3% | +10.9% | +8.3% | +14.9% |
| 1Y | +21.7% | +16.6% | +5.2% | +15.4% |
| 3Y | +44.0% | +142.2% | -98.3% | +7.4% |
| 5Y | +42.8% | +151.3% | -108.5% | +4.3% |
| 10Y | +128.8% | +113.9% | +14.9% | +62.2% |
| All | +128.8% | +114.6% | +14.2% | +62.2% |
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