+562.8%
XLU vs FTI
+2,107.5%
-1,544.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +0.6% | -2.3% | +3.0% | +1.0% |
| 30D | -0.4% | +5.0% | -5.5% | -1.2% |
| 3M | -1.7% | +13.8% | -15.6% | -3.9% |
| 6M | -7.1% | +22.9% | -30.0% | -10.4% |
| YTD | +1.9% | +75.0% | -73.0% | -6.8% |
| 1Y | +6.1% | +96.9% | -90.8% | -4.9% |
| 3Y | +48.8% | +276.7% | -228.0% | +18.4% |
| 5Y | +43.8% | +1,157.0% | -1,113.2% | -8.9% |
| 10Y | +143.2% | +310.7% | -167.5% | +64.4% |
| All | +562.8% | +2,107.5% | -1,544.7% | +160.3% |
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 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