+92.7%
XOP vs BTI
+153.9%
-61.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +6.3% | +1.6% | +4.7% | +6.0% |
| 30D | -6.6% | +9.2% | -15.8% | -8.7% |
| 3M | +3.6% | +9.6% | -6.1% | +1.0% |
| 6M | +10.8% | -2.4% | +13.2% | +11.2% |
| YTD | +48.3% | +14.2% | +34.0% | +40.9% |
| 1Y | +42.9% | +20.3% | +22.6% | +33.4% |
| 3Y | +43.3% | +147.4% | -104.1% | -6.5% |
| All | +92.7% | +153.9% | -61.3% | +9.0% |
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 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