+248.8%
XLF vs FTI
+305.3%
-56.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.5% | -4.4% | +2.9% | -0.4% |
| 30D | -1.2% | +1.5% | -2.6% | -1.6% |
| 3M | +9.2% | +8.2% | +1.0% | +6.5% |
| 6M | +16.3% | +18.8% | -2.5% | +10.3% |
| YTD | +5.4% | +71.7% | -66.2% | -9.2% |
| 1Y | +7.6% | +90.0% | -82.4% | -10.1% |
| 3Y | +74.2% | +270.5% | -196.3% | +18.7% |
| 5Y | +66.1% | +1,084.5% | -1,018.4% | -22.3% |
| All | +248.8% | +305.3% | -56.4% | +80.2% |
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