+8.4%
XLP vs BTI
+5.0%
+3.3%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.1% |
| 7D | +0.7% | -1.0% | +1.8% | +1.1% |
| 30D | +10.3% | +13.0% | -2.7% | +5.7% |
| 3M | +6.5% | +5.3% | +1.2% | +4.4% |
| 6M | +8.4% | +5.3% | +3.1% | +6.3% |
| All | +8.4% | +5.0% | +3.3% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling