+42.7%
XLP vs BTI
+151.5%
-108.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.2% | -3.2% | +3.0% | +0.8% |
| 30D | +8.2% | +9.7% | -1.5% | +5.3% |
| 3M | +7.7% | +11.1% | -3.3% | +4.4% |
| 6M | +9.3% | -1.2% | +10.5% | +9.3% |
| YTD | +19.5% | +12.7% | +6.8% | +14.9% |
| 1Y | +21.0% | +15.8% | +5.2% | +15.4% |
| 3Y | +43.2% | +148.9% | -105.7% | +7.2% |
| 5Y | +42.7% | +151.9% | -109.2% | +3.6% |
| All | +42.7% | +151.5% | -108.8% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling