+121.7%
XRT vs FTI
+313.1%
-191.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -6.9% | +5.0% | -12.0% | -8.1% |
| 3M | -0.4% | +13.8% | -14.3% | -3.9% |
| 6M | +2.2% | +22.9% | -20.7% | -3.6% |
| YTD | -0.7% | +75.0% | -75.7% | -14.2% |
| 1Y | -2.0% | +96.9% | -98.9% | -18.0% |
| 3Y | +41.0% | +276.7% | -235.7% | -2.0% |
| 5Y | -3.3% | +1,157.0% | -1,160.3% | -52.7% |
| All | +121.7% | +313.1% | -191.4% | +22.6% |
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