+7.6%
XLF vs FTI
+89.7%
-82.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.5% | -4.4% | +2.9% | -1.3% |
| 30D | -1.2% | +1.5% | -2.6% | -1.2% |
| 3M | +9.2% | +8.2% | +1.0% | +8.7% |
| 6M | +16.3% | +18.8% | -2.5% | +14.2% |
| YTD | +5.4% | +71.7% | -66.2% | +0.2% |
| 1Y | +7.6% | +90.0% | -82.4% | +1.3% |
| All | +7.6% | +89.7% | -82.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling