+135.4%
XLP vs FTI
+178.7%
-43.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.3% | -3.3% | +5.6% | +2.6% |
| 30D | +9.1% | -7.2% | +16.3% | +9.6% |
| 3M | +7.9% | -12.9% | +20.7% | +8.8% |
| 6M | +9.6% | -7.9% | +17.5% | +9.9% |
| YTD | +19.4% | +45.2% | -25.7% | +15.2% |
| 1Y | +22.4% | +48.1% | -25.7% | +17.8% |
| 3Y | +43.2% | +205.0% | -161.8% | +28.1% |
| 5Y | +42.6% | +838.8% | -796.3% | +12.8% |
| 10Y | +135.4% | +174.8% | -39.4% | +87.7% |
| All | +135.4% | +178.7% | -43.2% | +87.7% |
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