+819.9%
XLI vs FTI
+2,117.5%
-1,297.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -5.8% | +12.3% | -18.1% | -8.8% |
| 3M | +0.7% | +13.8% | -13.1% | -3.2% |
| 6M | +3.2% | +24.3% | -21.1% | -3.5% |
| YTD | +13.0% | +75.8% | -62.7% | -3.9% |
| 1Y | +16.8% | +99.6% | -82.8% | -4.4% |
| 3Y | +72.4% | +278.4% | -206.0% | +15.3% |
| 5Y | +82.8% | +1,168.7% | -1,085.9% | -17.8% |
| 10Y | +252.4% | +297.5% | -45.1% | +87.9% |
| All | +819.9% | +2,117.5% | -1,297.6% | +142.0% |
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