+910.3%
XBI vs FTI
+840.9%
+69.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -4.6% | -5.6% | +1.0% | -3.3% |
| 30D | -0.8% | +0.4% | -1.2% | -1.0% |
| 3M | +21.8% | +8.1% | +13.7% | +19.0% |
| 6M | +23.2% | +16.7% | +6.5% | +17.6% |
| YTD | +28.7% | +70.0% | -41.2% | +12.2% |
| 1Y | +67.8% | +85.4% | -17.7% | +42.6% |
| 3Y | +100.6% | +265.9% | -165.3% | +40.5% |
| 5Y | +19.8% | +1,072.7% | -1,052.9% | -40.5% |
| 10Y | +159.7% | +298.9% | -139.2% | +48.1% |
| All | +910.3% | +840.9% | +69.4% | +315.0% |
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