+128.8%
XLP vs FTI
+185.2%
-56.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +0.1% | -4.3% | +4.4% | +0.4% |
| 30D | +8.9% | -8.0% | +17.0% | +9.5% |
| 3M | +7.5% | -8.0% | +15.5% | +8.0% |
| 6M | +9.4% | -8.7% | +18.1% | +9.8% |
| YTD | +19.3% | +43.9% | -24.6% | +15.1% |
| 1Y | +21.7% | +49.8% | -28.1% | +17.1% |
| 3Y | +44.0% | +211.7% | -167.7% | +28.6% |
| 5Y | +42.8% | +781.6% | -738.8% | +13.8% |
| 10Y | +128.8% | +180.2% | -51.4% | +82.3% |
| All | +128.8% | +185.2% | -56.4% | +82.3% |
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