+788.5%
XLK vs FTI
+305.3%
+483.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.2% | -4.4% | +4.6% | +1.0% |
| 30D | -0.6% | +1.5% | -2.1% | -0.9% |
| 3M | +2.6% | +8.2% | -5.6% | +0.8% |
| 6M | +34.0% | +18.8% | +15.1% | +29.2% |
| YTD | +30.7% | +71.7% | -41.0% | +17.7% |
| 1Y | +39.2% | +90.0% | -50.9% | +22.7% |
| 3Y | +120.4% | +270.5% | -150.1% | +70.3% |
| 5Y | +148.8% | +1,084.5% | -935.7% | +51.9% |
| All | +788.5% | +305.3% | +483.2% | +482.3% |
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