+295.8%
FTI vs XHB
+215.4%
+80.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | 0.0% |
| 7D | -4.4% | -4.6% | +0.3% | -1.6% |
| 30D | +1.5% | -9.1% | +10.6% | +7.4% |
| 3M | +8.2% | -8.6% | +16.8% | +12.7% |
| 6M | +18.8% | -4.0% | +22.9% | +18.4% |
| YTD | +71.7% | -3.9% | +75.6% | +70.0% |
| 1Y | +90.0% | -16.5% | +106.5% | +105.5% |
| 3Y | +270.5% | +22.6% | +247.9% | +190.5% |
| 5Y | +1,084.5% | +33.9% | +1,050.6% | +734.2% |
| All | +295.8% | +215.4% | +80.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling