+43.3%
XLP vs FTI
+848.3%
-805.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +8.3% | -6.3% | +14.6% | +8.6% |
| 3M | +8.7% | -13.1% | +21.8% | +9.3% |
| 6M | +11.2% | -8.0% | +19.2% | +11.3% |
| YTD | +20.0% | +47.1% | -27.1% | +16.9% |
| 1Y | +21.3% | +50.7% | -29.3% | +18.0% |
| 3Y | +43.8% | +209.0% | -165.1% | +32.9% |
| 5Y | +43.3% | +847.0% | -803.7% | +23.2% |
| All | +43.3% | +848.3% | -805.0% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling