+651.6%
XLE vs FTI
+1,702.1%
-1,050.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.6% |
| 7D | -12.0% | -7.6% | -4.4% | -8.4% |
| 30D | -2.7% | -7.1% | +4.4% | +0.7% |
| 3M | +6.6% | -8.7% | +15.3% | +11.0% |
| 6M | +9.5% | -14.0% | +23.5% | +16.7% |
| YTD | +40.6% | +42.8% | -2.3% | +15.4% |
| 1Y | +43.6% | +50.4% | -6.8% | +14.9% |
| 3Y | +58.1% | +194.1% | -136.0% | -13.9% |
| 5Y | +152.2% | +775.2% | -623.0% | -26.8% |
| 10Y | +172.9% | +189.2% | -16.3% | +14.3% |
| All | +651.6% | +1,702.1% | -1,050.5% | +13.5% |
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