+172.8%
FDX vs FTAI
+2,582.9%
-2,410.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | +3.8% | -12.1% | +15.9% | +5.9% |
| 3M | -1.3% | -21.3% | +20.0% | +2.1% |
| 6M | +5.0% | -30.2% | +35.3% | +9.8% |
| YTD | +39.6% | +0.3% | +39.4% | +36.0% |
| 1Y | +81.1% | +27.2% | +54.0% | +67.0% |
| 3Y | +63.0% | +443.9% | -380.8% | -1.7% |
| 5Y | +65.6% | +853.5% | -787.9% | -15.9% |
| 10Y | +183.4% | +3,169.1% | -2,985.7% | +9.4% |
| All | +172.8% | +2,582.9% | -2,410.1% | +6.1% |
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