+141.3%
XLC vs FTI
+253.2%
-111.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | -1.7% | -5.6% | +4.0% | -0.9% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +0.7% | +8.1% | -7.4% | -0.7% |
| 6M | -4.5% | +16.7% | -21.2% | -7.1% |
| YTD | -4.7% | +70.0% | -74.7% | -12.6% |
| 1Y | -1.5% | +85.4% | -86.9% | -11.0% |
| 3Y | +72.2% | +265.9% | -193.7% | +38.4% |
| 5Y | +39.3% | +1,072.7% | -1,033.4% | -9.1% |
| All | +141.3% | +253.2% | -111.9% | +71.5% |
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