+42.0%
XLP vs FTI
+776.4%
-734.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.4% |
| 7D | +0.7% | -7.6% | +8.4% | +1.1% |
| 30D | +10.3% | -7.1% | +17.4% | +10.5% |
| 3M | +6.5% | -8.7% | +15.2% | +6.8% |
| 6M | +8.4% | -14.0% | +22.4% | +8.9% |
| YTD | +18.2% | +42.8% | -24.7% | +15.3% |
| 1Y | +22.4% | +50.4% | -27.9% | +19.1% |
| 3Y | +41.9% | +194.1% | -152.2% | +31.5% |
| All | +42.0% | +776.4% | -734.4% | +23.5% |
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 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