+908.9%
FTAI vs XYL
-16.2%
+925.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.1% |
| 7D | -5.2% | +1.2% | -6.4% | -5.9% |
| 30D | -17.9% | -11.9% | -6.0% | -11.1% |
| 3M | -22.7% | -1.5% | -21.2% | -22.5% |
| 6M | -28.0% | -11.9% | -16.1% | -22.1% |
| YTD | -5.0% | -20.6% | +15.6% | +9.1% |
| 1Y | +10.4% | -23.5% | +33.9% | +29.2% |
| 3Y | +425.2% | +14.9% | +410.4% | +380.5% |
| All | +908.9% | -16.2% | +925.2% | +807.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling