+82.5%
XOP vs BTI
+572.9%
-490.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +2.6% | -1.4% | +4.0% | +3.3% |
| 30D | +15.4% | -6.6% | +22.1% | +19.3% |
| 3M | +12.1% | -3.0% | +15.1% | +12.7% |
| 6M | +19.7% | -6.7% | +26.4% | +21.7% |
| YTD | +52.4% | +0.6% | +51.8% | +48.3% |
| 1Y | +47.6% | +5.6% | +42.0% | +39.2% |
| 3Y | +34.4% | +110.3% | -76.0% | -17.6% |
| 5Y | +154.4% | +114.3% | +40.1% | +52.9% |
| 10Y | +54.7% | +67.7% | -13.0% | +1.6% |
| All | +82.5% | +572.9% | -490.4% | -46.5% |
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