+225.7%
XLE vs FTI
+1,110.9%
-885.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.0% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +12.6% | +12.3% | +0.3% | +7.1% |
| 3M | +11.8% | +13.8% | -1.9% | +5.4% |
| 6M | +16.1% | +24.3% | -8.2% | +4.7% |
| YTD | +46.9% | +75.8% | -28.9% | +13.6% |
| 1Y | +53.3% | +99.6% | -46.4% | +11.7% |
| 3Y | +54.9% | +278.4% | -223.5% | -17.8% |
| 5Y | +225.7% | +1,168.7% | -943.0% | -10.7% |
| All | +225.7% | +1,110.9% | -885.2% | -10.7% |
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