+288.1%
FITB vs FTAI
+2,588.5%
-2,300.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.8% | +3.9% | -1.1% | +1.7% |
| 30D | -4.5% | -8.8% | +4.3% | -2.6% |
| 3M | +5.7% | -14.5% | +20.1% | +8.3% |
| 6M | +17.1% | -24.0% | +41.1% | +21.6% |
| YTD | +18.3% | +0.5% | +17.9% | +13.0% |
| 1Y | +23.9% | +19.1% | +4.8% | +11.5% |
| 3Y | +131.1% | +460.7% | -329.6% | +4.0% |
| 5Y | +71.1% | +947.3% | -876.3% | -42.2% |
| 10Y | +283.9% | +3,244.4% | -2,960.5% | -16.0% |
| All | +288.1% | +2,588.5% | -2,300.4% | -12.9% |
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