+640.9%
XLU vs BTI
+2,624.5%
-1,983.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.6% | -2.4% | +3.1% | +1.2% |
| 30D | -0.4% | -4.8% | +4.3% | +0.7% |
| 3M | -1.7% | -8.1% | +6.4% | 0.0% |
| 6M | -7.1% | -4.2% | -2.9% | -6.5% |
| YTD | +1.9% | -1.3% | +3.2% | +1.8% |
| 1Y | +6.1% | +2.1% | +4.0% | +5.0% |
| 3Y | +48.8% | +108.9% | -60.2% | +23.4% |
| 5Y | +43.8% | +114.5% | -70.7% | +17.8% |
| 10Y | +143.2% | +72.2% | +70.9% | +102.8% |
| All | +640.9% | +2,624.5% | -1,983.5% | +325.1% |
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