+711.1%
XLB vs FTI
+2,165.1%
-1,454.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.4% | +5.3% | -6.7% | -3.0% |
| 30D | -0.4% | +15.3% | -15.7% | -4.8% |
| 3M | +2.0% | +15.8% | -13.8% | -3.2% |
| 6M | +1.8% | +22.6% | -20.7% | -5.4% |
| YTD | +16.6% | +79.5% | -63.0% | -4.0% |
| 1Y | +16.9% | +102.0% | -85.1% | -7.6% |
| 3Y | +32.6% | +315.8% | -283.3% | -19.6% |
| 5Y | +35.6% | +1,129.5% | -1,093.9% | -46.0% |
| 10Y | +160.0% | +320.9% | -160.9% | +22.5% |
| All | +711.1% | +2,165.1% | -1,454.1% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling