+321.2%
XLF vs FTI
+2,117.5%
-1,796.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -0.5% | +12.3% | -12.9% | -4.3% |
| 3M | +10.6% | +13.8% | -3.1% | +5.5% |
| 6M | +14.3% | +24.3% | -10.0% | +5.4% |
| YTD | +5.5% | +75.8% | -70.2% | -13.2% |
| 1Y | +9.6% | +99.6% | -90.1% | -13.9% |
| 3Y | +75.2% | +278.4% | -203.3% | +7.7% |
| 5Y | +65.5% | +1,168.7% | -1,103.2% | -37.1% |
| 10Y | +246.4% | +297.5% | -51.1% | +63.0% |
| All | +321.2% | +2,117.5% | -1,796.3% | -3.3% |
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 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