+508.9%
XLP vs BTI
+2,675.6%
-2,166.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -0.9% | -6.6% | +5.7% | +0.7% |
| 3M | +3.8% | -3.0% | +6.8% | +4.5% |
| 6M | -1.7% | -6.7% | +4.9% | -0.4% |
| YTD | +10.3% | +0.6% | +9.7% | +9.7% |
| 1Y | +7.8% | +5.6% | +2.2% | +6.0% |
| 3Y | +27.2% | +110.3% | -83.1% | +5.8% |
| 5Y | +32.5% | +114.3% | -81.7% | +9.2% |
| 10Y | +101.8% | +67.7% | +34.1% | +70.5% |
| All | +508.9% | +2,675.6% | -2,166.7% | +236.2% |
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 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