+35.0%
XLB vs FTI
+1,177.2%
-1,142.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.5% |
| 30D | -3.4% | +5.0% | -8.4% | -4.3% |
| 3M | +1.6% | +13.8% | -12.2% | -1.3% |
| 6M | +3.6% | +22.9% | -19.2% | -1.2% |
| YTD | +14.2% | +75.0% | -60.7% | +1.3% |
| 1Y | +15.6% | +96.9% | -81.3% | -0.2% |
| 3Y | +33.1% | +276.7% | -243.6% | -1.2% |
| 5Y | +35.0% | +1,157.0% | -1,122.0% | -24.8% |
| All | +35.0% | +1,177.2% | -1,142.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling