+149.7%
XBI vs FTI
+305.3%
-155.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.6% | -4.4% | -0.3% | -3.8% |
| 30D | -2.0% | +1.5% | -3.5% | -2.3% |
| 3M | +17.8% | +8.2% | +9.6% | +15.6% |
| 6M | +23.7% | +18.8% | +4.9% | +18.8% |
| YTD | +28.2% | +71.7% | -43.4% | +14.5% |
| 1Y | +64.0% | +90.0% | -26.1% | +43.1% |
| 3Y | +99.4% | +270.5% | -171.1% | +49.3% |
| 5Y | +19.3% | +1,084.5% | -1,065.2% | -32.0% |
| All | +149.7% | +305.3% | -155.6% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling