+513.3%
XRT vs BTI
+572.9%
-59.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +0.8% | -1.4% | +2.2% | +1.4% |
| 30D | -4.2% | -6.6% | +2.4% | -1.5% |
| 3M | +5.1% | -3.0% | +8.1% | +6.0% |
| 6M | +2.4% | -6.7% | +9.1% | +4.4% |
| YTD | +3.2% | +0.6% | +2.6% | +1.7% |
| 1Y | +1.5% | +5.6% | -4.1% | -2.2% |
| 3Y | +40.6% | +110.3% | -69.8% | -2.0% |
| 5Y | -1.0% | +114.3% | -115.3% | -32.4% |
| 10Y | +128.4% | +67.7% | +60.8% | +64.8% |
| All | +513.3% | +572.9% | -59.6% | +116.8% |
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