+1,106.7%
XLY vs BTI
+2,670.1%
-1,563.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.2% | -1.1% | -3.1% | -4.0% |
| 3M | -2.7% | -8.8% | +6.1% | -0.8% |
| 6M | -0.6% | -4.0% | +3.3% | -0.2% |
| YTD | -5.0% | +0.4% | -5.4% | -5.8% |
| 1Y | -4.1% | +1.9% | -6.0% | -5.3% |
| 3Y | +33.6% | +108.5% | -74.9% | +9.4% |
| 5Y | +28.7% | +118.5% | -89.8% | +3.5% |
| 10Y | +219.6% | +75.1% | +144.5% | +162.9% |
| All | +1,106.7% | +2,670.1% | -1,563.4% | +670.0% |
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