+43.2%
XLB vs FTI
+212.2%
-169.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | +0.5% | +4.3% | -3.8% | -0.2% |
| 30D | +5.2% | -4.7% | +9.8% | +5.8% |
| 3M | +0.3% | -13.5% | +13.8% | +2.7% |
| 6M | +1.2% | -8.7% | +9.9% | +2.2% |
| YTD | +16.6% | +49.0% | -32.4% | +5.6% |
| 1Y | +21.4% | +54.0% | -32.6% | +9.2% |
| 3Y | +43.2% | +211.6% | -168.4% | +9.6% |
| All | +43.2% | +212.2% | -169.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling