+1,112.4%
FTAI vs BOXX
+18.5%
+1,093.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.6% |
| 30D | -17.9% | +0.3% | -18.2% | -19.7% |
| 3M | -22.7% | +1.0% | -23.8% | -28.1% |
| 6M | -28.0% | +1.9% | -29.9% | -38.5% |
| YTD | -5.0% | +2.7% | -7.6% | -25.2% |
| 1Y | +10.4% | +4.0% | +6.4% | -25.8% |
| 3Y | +425.2% | +14.7% | +410.6% | +145.1% |
| All | +1,112.4% | +18.5% | +1,093.9% | +785.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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