+2,361.6%
FTAI vs ITUB
+189.6%
+2,172.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -3.6% |
| 7D | -9.7% | +1.0% | -10.7% | -9.9% |
| 30D | -20.0% | +10.7% | -30.7% | -22.3% |
| 3M | -20.1% | +10.1% | -30.1% | -22.3% |
| 6M | -33.3% | -0.1% | -33.2% | -33.2% |
| YTD | -8.0% | +18.4% | -26.4% | -12.0% |
| 1Y | +8.0% | +31.3% | -23.3% | +0.4% |
| 3Y | +413.4% | +124.6% | +288.8% | +309.1% |
| 5Y | +858.6% | +192.0% | +666.6% | +591.4% |
| 10Y | +3,003.7% | +216.0% | +2,787.7% | +2,027.9% |
| All | +2,361.6% | +189.6% | +2,172.0% | +1,476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling