+77.6%
XOP vs BTI
+664.4%
-586.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | +6.3% | +1.6% | +4.7% | +5.4% |
| 30D | -6.6% | +9.2% | -15.8% | -11.1% |
| 3M | +3.6% | +9.6% | -6.1% | -2.0% |
| 6M | +10.8% | -2.4% | +13.2% | +10.5% |
| YTD | +48.3% | +14.2% | +34.0% | +34.2% |
| 1Y | +42.9% | +20.3% | +22.6% | +25.5% |
| 3Y | +43.3% | +147.4% | -104.1% | -19.7% |
| 5Y | +94.0% | +155.4% | -61.5% | +5.4% |
| 10Y | +53.7% | +127.3% | -73.6% | -15.9% |
| All | +77.6% | +664.4% | -586.8% | -51.6% |
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