+37.8%
XLC vs FTI
+1,110.9%
-1,073.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +0.2% | +12.3% | -12.1% | -1.3% |
| 3M | +0.6% | +13.8% | -13.1% | -1.3% |
| 6M | -4.5% | +24.3% | -28.8% | -7.7% |
| YTD | -4.7% | +75.8% | -80.5% | -12.4% |
| 1Y | -1.7% | +99.6% | -101.3% | -11.4% |
| 3Y | +72.3% | +278.4% | -206.2% | +40.4% |
| 5Y | +37.8% | +1,168.7% | -1,130.9% | -9.3% |
| All | +37.8% | +1,110.9% | -1,073.2% | -9.3% |
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 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