-7.1%
XLU vs FTI
+24.8%
-31.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.2% |
| 7D | +0.6% | -2.3% | +3.0% | +0.7% |
| 30D | -0.4% | +5.0% | -5.5% | -0.6% |
| 3M | -1.7% | +13.8% | -15.6% | -1.9% |
| 6M | -7.1% | +22.9% | -30.0% | -8.4% |
| All | -7.1% | +24.8% | -31.9% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling