+655.5%
XLE vs FTI
+1,715.2%
-1,059.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -7.9% | -4.3% | -3.6% | -5.9% |
| 30D | -4.8% | -8.0% | +3.2% | -1.0% |
| 3M | +8.4% | -8.0% | +16.4% | +12.5% |
| 6M | +12.7% | -8.7% | +21.3% | +16.6% |
| YTD | +41.3% | +43.9% | -2.6% | +15.6% |
| 1Y | +42.3% | +49.8% | -7.5% | +14.0% |
| 3Y | +65.1% | +211.7% | -146.6% | -12.6% |
| 5Y | +150.2% | +781.6% | -631.4% | -27.6% |
| 10Y | +163.9% | +180.2% | -16.2% | +12.4% |
| All | +655.5% | +1,715.2% | -1,059.6% | +13.7% |
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 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