+2.4%
XLU vs FTI
+89.7%
-87.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -1.5% |
| 30D | -3.3% | +1.5% | -4.8% | -3.3% |
| 3M | -3.2% | +8.2% | -11.4% | -3.2% |
| 6M | -7.0% | +18.8% | -25.8% | -7.1% |
| YTD | +0.6% | +71.7% | -71.0% | +0.8% |
| 1Y | +2.4% | +90.0% | -87.6% | +4.3% |
| All | +2.4% | +89.7% | -87.2% | +4.3% |
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