+22.7%
XLP vs FTI
+54.7%
-32.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.5% |
| 7D | +2.5% | +4.3% | -1.8% | +2.8% |
| 30D | +7.3% | -4.7% | +12.0% | +7.1% |
| 3M | +8.1% | -13.5% | +21.6% | +7.6% |
| 6M | +10.5% | -8.7% | +19.2% | +10.3% |
| YTD | +21.2% | +49.0% | -27.8% | +15.8% |
| 1Y | +22.7% | +54.0% | -31.3% | +16.5% |
| All | +22.7% | +54.7% | -32.0% | +16.5% |
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 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