+4,294.1%
XOM vs BTI
+6,031.1%
-1,737.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.1% |
| 30D | +5.7% | -7.0% | +12.7% | +7.3% |
| 3M | +6.6% | -6.3% | +12.9% | +7.8% |
| 6M | +7.7% | -2.0% | +9.6% | +7.5% |
| YTD | +36.2% | +0.2% | +36.0% | +35.2% |
| 1Y | +50.5% | +3.8% | +46.7% | +48.0% |
| 3Y | +53.4% | +112.1% | -58.7% | +26.5% |
| 5Y | +254.2% | +113.6% | +140.6% | +190.9% |
| 10Y | +177.9% | +69.6% | +108.3% | +134.5% |
| All | +4,294.1% | +6,031.1% | -1,737.0% | +2,489.2% |
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