-32.6%
FTAI vs ITUB
+1.4%
-34.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -3.7% |
| 7D | -0.2% | 0.0% | -0.2% | 0.0% |
| 30D | -13.6% | +2.6% | -16.2% | -15.6% |
| 3M | -20.6% | +8.4% | -29.0% | -26.7% |
| 6M | -32.6% | -0.5% | -32.0% | -33.0% |
| All | -32.6% | +1.4% | -34.0% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling