+169.4%
XLV vs BTI
+73.8%
+95.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -1.8% | -1.1% | -0.8% | -1.6% |
| 3M | +7.8% | -8.8% | +16.6% | +10.3% |
| 6M | +9.1% | -4.0% | +13.1% | +9.8% |
| YTD | +7.7% | +0.4% | +7.4% | +6.8% |
| 1Y | +20.4% | +1.9% | +18.5% | +18.8% |
| 3Y | +30.8% | +108.5% | -77.7% | +3.2% |
| 5Y | +34.6% | +118.5% | -83.9% | +3.7% |
| All | +169.4% | +73.8% | +95.6% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling