+27.2%
FTAI vs XHB
-9.3%
+36.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -2.4% |
| 7D | +0.7% | -1.3% | +2.0% | +1.8% |
| 30D | -12.1% | -6.9% | -5.2% | -6.4% |
| 3M | -21.3% | -1.3% | -20.1% | -20.3% |
| 6M | -30.2% | -6.8% | -23.4% | -28.7% |
| YTD | +0.3% | +0.7% | -0.5% | 0.0% |
| 1Y | +27.2% | -11.2% | +38.4% | +30.9% |
| All | +27.2% | -9.3% | +36.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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