+713.2%
XLB vs FTI
+1,741.8%
-1,028.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | 0.0% | +5.4% | -5.4% | -1.6% |
| 30D | +5.3% | -8.2% | +13.5% | +7.7% |
| 3M | 0.0% | -13.7% | +13.7% | +4.1% |
| 6M | +1.2% | -11.2% | +12.4% | +3.7% |
| YTD | +16.9% | +46.0% | -29.1% | +2.1% |
| 1Y | +20.9% | +51.8% | -30.9% | +4.2% |
| 3Y | +43.3% | +206.7% | -163.4% | -4.5% |
| 5Y | +28.3% | +862.0% | -833.7% | -44.7% |
| 10Y | +165.3% | +182.3% | -16.9% | +43.2% |
| All | +713.2% | +1,741.8% | -1,028.6% | +97.0% |
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