+163.4%
XOP vs BTI
+116.2%
+47.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | 0.0% |
| 7D | +1.6% | -2.0% | +3.6% | +2.1% |
| 30D | +9.6% | -3.4% | +13.0% | +10.5% |
| 3M | +16.9% | -9.0% | +25.9% | +19.4% |
| 6M | +24.0% | -5.0% | +29.0% | +24.4% |
| YTD | +56.2% | -0.3% | +56.5% | +53.7% |
| 1Y | +51.8% | +3.1% | +48.7% | +47.4% |
| 3Y | +37.0% | +111.0% | -74.0% | -7.0% |
| 5Y | +163.4% | +117.0% | +46.4% | +68.9% |
| All | +163.4% | +116.2% | +47.2% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling