-1.5%
XLY vs FTI
+108.8%
-110.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -2.0% | +5.3% | -7.2% | -1.8% |
| 30D | -3.1% | +15.3% | -18.5% | -2.7% |
| 3M | -1.8% | +15.8% | -17.6% | -1.4% |
| 6M | -0.9% | +22.6% | -23.5% | -1.7% |
| YTD | -3.4% | +79.5% | -82.9% | -5.8% |
| 1Y | -1.5% | +102.0% | -103.5% | -5.6% |
| All | -1.5% | +108.8% | -110.3% | -5.6% |
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