+563.5%
XLP vs FTI
+1,702.1%
-1,138.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.6% |
| 7D | +0.7% | -7.6% | +8.4% | +1.5% |
| 30D | +10.3% | -7.1% | +17.4% | +10.9% |
| 3M | +6.5% | -8.7% | +15.2% | +7.3% |
| 6M | +8.4% | -14.0% | +22.4% | +9.6% |
| YTD | +18.2% | +42.8% | -24.7% | +13.0% |
| 1Y | +22.4% | +50.4% | -27.9% | +16.3% |
| 3Y | +41.9% | +194.1% | -152.2% | +23.4% |
| 5Y | +40.9% | +775.2% | -734.4% | +5.4% |
| 10Y | +128.4% | +189.2% | -60.8% | +79.9% |
| All | +563.5% | +1,702.1% | -1,138.6% | +286.9% |
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