+28.4%
XLY vs FTI
+1,066.8%
-1,038.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -1.7% | -4.4% | +2.7% | -0.9% |
| 30D | -4.2% | +1.5% | -5.7% | -4.5% |
| 3M | -2.7% | +8.2% | -10.9% | -4.4% |
| 6M | -0.6% | +18.8% | -19.5% | -4.5% |
| YTD | -5.0% | +71.7% | -76.7% | -15.2% |
| 1Y | -4.1% | +90.0% | -94.1% | -16.3% |
| 3Y | +33.6% | +270.5% | -236.9% | +0.9% |
| All | +28.4% | +1,066.8% | -1,038.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling