+32.9%
XLV vs BTI
+24.7%
+8.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.3% |
| 7D | +5.5% | +5.3% | +0.2% | +4.4% |
| 30D | +13.3% | +19.1% | -5.8% | +9.5% |
| 3M | +17.4% | +6.5% | +10.9% | +15.8% |
| 6M | +32.1% | +9.4% | +22.7% | +29.5% |
| YTD | +24.0% | +14.4% | +9.6% | +22.0% |
| 1Y | +32.9% | +23.9% | +9.0% | +27.0% |
| All | +32.9% | +24.7% | +8.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling