+876.6%
FTI vs XHB
+167.3%
+709.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +12.3% | -9.1% | +21.4% | +18.3% |
| 3M | +13.8% | -2.3% | +16.1% | +13.6% |
| 6M | +24.3% | -4.1% | +28.4% | +24.2% |
| YTD | +75.8% | -1.7% | +77.5% | +72.4% |
| 1Y | +99.6% | -15.1% | +114.7% | +112.3% |
| 3Y | +278.4% | +26.8% | +251.6% | +205.1% |
| 5Y | +1,168.7% | +37.3% | +1,131.3% | +838.7% |
| 10Y | +297.5% | +205.7% | +91.9% | +83.3% |
| All | +876.6% | +167.3% | +709.3% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling