+163.9%
XLE vs FTI
+178.7%
-14.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -6.7% | -3.3% | -3.4% | -5.2% |
| 30D | -4.4% | -7.2% | +2.8% | -1.3% |
| 3M | +4.0% | -12.9% | +16.9% | +10.4% |
| 6M | +13.2% | -7.9% | +21.0% | +16.4% |
| YTD | +41.9% | +45.2% | -3.3% | +17.2% |
| 1Y | +41.6% | +48.1% | -6.4% | +15.8% |
| 3Y | +64.0% | +205.0% | -141.0% | -8.5% |
| 5Y | +158.1% | +838.8% | -680.7% | -21.8% |
| 10Y | +163.9% | +174.8% | -10.8% | +11.0% |
| All | +163.9% | +178.7% | -14.7% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling