+45.3%
XOP vs BTI
+24.7%
+20.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.4% | -9.8% | -6.2% |
| 7D | -10.5% | +5.3% | -15.8% | -10.3% |
| 30D | -4.3% | +19.1% | -23.4% | -3.8% |
| 3M | +4.7% | +6.5% | -1.8% | +5.0% |
| 6M | -0.1% | +9.4% | -9.5% | +0.2% |
| YTD | +43.8% | +14.4% | +29.4% | +40.8% |
| 1Y | +45.3% | +23.9% | +21.4% | +42.7% |
| All | +45.3% | +24.7% | +20.6% | +42.7% |
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