+1,018.7%
XLY vs FTI
+2,065.8%
-1,047.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -1.7% | -4.4% | +2.7% | -0.7% |
| 30D | -4.2% | +1.5% | -5.7% | -4.6% |
| 3M | -2.7% | +8.2% | -10.9% | -4.9% |
| 6M | -0.6% | +18.8% | -19.5% | -5.4% |
| YTD | -5.0% | +71.7% | -76.7% | -17.1% |
| 1Y | -4.1% | +90.0% | -94.1% | -18.5% |
| 3Y | +33.6% | +270.5% | -236.9% | -5.1% |
| 5Y | +28.7% | +1,084.5% | -1,055.8% | -33.8% |
| 10Y | +219.6% | +302.9% | -83.3% | +84.2% |
| All | +1,018.7% | +2,065.8% | -1,047.2% | +229.1% |
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