+184.5%
EXC vs FTAI
+2,518.4%
-2,333.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | -1.4% | +6.7% | -8.0% | -1.9% |
| 30D | +8.3% | +15.7% | -7.4% | +6.8% |
| 3M | +2.6% | -14.9% | +17.5% | +3.3% |
| 6M | +5.2% | -31.4% | +36.6% | +7.1% |
| YTD | +7.5% | -2.1% | +9.7% | +5.6% |
| 1Y | +3.2% | +23.6% | -20.5% | -0.8% |
| 3Y | +29.5% | +383.8% | -354.2% | +0.3% |
| 5Y | +39.7% | +913.3% | -873.6% | -4.5% |
| 10Y | +200.1% | +2,831.2% | -2,631.2% | +75.9% |
| All | +184.5% | +2,518.4% | -2,333.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 all: compounded portfolio wealth divided by compounded FTAI 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…
all analysis · Full analysis span regression · 6 months rolling