+5.8%
XLU vs FTI
+108.8%
-103.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.8% | +5.3% | -4.5% | +0.7% |
| 30D | -1.3% | +15.3% | -16.7% | -1.6% |
| 3M | -1.3% | +15.8% | -17.1% | -1.5% |
| 6M | -7.6% | +22.6% | -30.2% | -8.0% |
| YTD | +2.3% | +79.5% | -77.3% | +1.8% |
| 1Y | +5.8% | +102.0% | -96.2% | +6.5% |
| All | +5.8% | +108.8% | -103.0% | +6.5% |
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