+908.9%
FTAI vs ITUB
+186.2%
+722.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.2% |
| 7D | -5.2% | +2.2% | -7.4% | -5.9% |
| 30D | -17.9% | +12.6% | -30.5% | -21.1% |
| 3M | -22.7% | +6.4% | -29.1% | -24.5% |
| 6M | -28.0% | +0.6% | -28.6% | -28.1% |
| YTD | -5.0% | +18.8% | -23.8% | -9.4% |
| 1Y | +10.4% | +31.0% | -20.6% | +2.4% |
| 3Y | +425.2% | +118.1% | +307.2% | +323.8% |
| All | +908.9% | +186.2% | +722.8% | +606.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling