+559.7%
XLP vs BTI
+2,998.6%
-2,438.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | +2.3% | -0.1% | +2.5% | +2.4% |
| 30D | +9.1% | +9.6% | -0.5% | +6.8% |
| 3M | +7.9% | +8.3% | -0.4% | +5.8% |
| 6M | +9.6% | +7.5% | +2.1% | +7.5% |
| YTD | +19.4% | +12.3% | +7.2% | +15.8% |
| 1Y | +22.4% | +16.2% | +6.2% | +17.7% |
| 3Y | +43.2% | +148.0% | -104.8% | +14.7% |
| 5Y | +42.6% | +153.2% | -110.7% | +13.0% |
| 10Y | +135.4% | +128.2% | +7.2% | +86.2% |
| All | +559.7% | +2,998.6% | -2,438.9% | +255.0% |
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