+2,432.1%
FTAI vs XHB
+206.9%
+2,225.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -4.7% |
| 7D | -0.2% | -1.9% | +1.7% | +1.3% |
| 30D | -13.6% | -8.3% | -5.3% | -7.9% |
| 3M | -20.6% | -7.1% | -13.4% | -16.0% |
| 6M | -32.6% | -5.3% | -27.3% | -29.1% |
| YTD | -5.4% | -3.2% | -2.2% | -2.3% |
| 1Y | +12.9% | -13.9% | +26.7% | +25.7% |
| 3Y | +428.1% | +24.9% | +403.2% | +331.7% |
| 5Y | +863.0% | +34.5% | +828.5% | +626.6% |
| 10Y | +3,092.6% | +215.5% | +2,877.1% | +1,164.4% |
| All | +2,432.1% | +206.9% | +2,225.3% | +880.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling