+425.2%
FTAI vs XME
+122.1%
+303.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +4.1% |
| 7D | -5.2% | -4.2% | -1.0% | -1.9% |
| 30D | -17.9% | -2.7% | -15.2% | -16.1% |
| 3M | -22.7% | -3.9% | -18.8% | -20.7% |
| 6M | -28.0% | -1.0% | -27.0% | -27.4% |
| YTD | -5.0% | +9.8% | -14.8% | -12.3% |
| 1Y | +10.4% | +32.5% | -22.2% | -13.2% |
| 3Y | +425.2% | +124.3% | +300.9% | +161.2% |
| All | +425.2% | +122.1% | +303.2% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling