+133.6%
XLC vs FTI
+203.4%
-69.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | +3.1% | +5.4% | -2.3% | +2.3% |
| 30D | -4.2% | -8.2% | +4.0% | -3.2% |
| 3M | -2.1% | -13.7% | +11.6% | -0.3% |
| 6M | -6.6% | -11.2% | +4.6% | -5.6% |
| YTD | -7.8% | +46.0% | -53.8% | -13.7% |
| 1Y | -4.1% | +51.8% | -55.9% | -10.8% |
| 3Y | +62.6% | +206.7% | -144.1% | +34.0% |
| 5Y | +39.6% | +862.0% | -822.4% | -6.1% |
| All | +133.6% | +203.4% | -69.8% | +69.3% |
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