+103.1%
XLP vs BTI
+67.9%
+35.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | -0.9% | -6.6% | +5.7% | +1.2% |
| 3M | +3.8% | -3.0% | +6.8% | +4.6% |
| 6M | -1.7% | -6.7% | +4.9% | 0.0% |
| YTD | +10.3% | +0.6% | +9.7% | +9.5% |
| 1Y | +7.8% | +5.6% | +2.2% | +5.3% |
| 3Y | +27.2% | +110.3% | -83.1% | -0.9% |
| 5Y | +32.5% | +114.3% | -81.7% | +1.7% |
| All | +103.1% | +67.9% | +35.3% | +59.3% |
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