+55.0%
XOP vs BTI
+73.8%
-18.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +9.6% | -1.1% | +10.7% | +9.9% |
| 3M | +20.4% | -8.8% | +29.1% | +24.0% |
| 6M | +19.9% | -4.0% | +23.9% | +20.1% |
| YTD | +56.4% | +0.4% | +56.0% | +53.3% |
| 1Y | +52.4% | +1.9% | +50.5% | +48.0% |
| 3Y | +39.9% | +108.5% | -68.6% | -5.4% |
| 5Y | +163.7% | +118.5% | +45.2% | +73.8% |
| All | +55.0% | +73.8% | -18.8% | +7.9% |
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