+16.5%
FTAI vs ITUB
+9.0%
+7.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.3% | -13.8% | -11.6% |
| 7D | +7.4% | -1.6% | +9.1% | +8.0% |
| 30D | +9.0% | -26.6% | +35.6% | +20.6% |
| 3M | -18.9% | -11.1% | -7.8% | -20.6% |
| 6M | -24.9% | -13.1% | -11.8% | -25.5% |
| YTD | -8.3% | +3.9% | -12.1% | -16.9% |
| 1Y | +16.5% | +9.8% | +6.8% | +1.8% |
| All | +16.5% | +9.0% | +7.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling