+2,432.1%
FTAI vs XYL
+236.9%
+2,195.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.2% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | -13.6% | -10.8% | -2.8% | -7.9% |
| 3M | -20.6% | -2.5% | -18.0% | -19.8% |
| 6M | -32.6% | -12.2% | -20.4% | -27.5% |
| YTD | -5.4% | -20.1% | +14.7% | +6.9% |
| 1Y | +12.9% | -20.6% | +33.5% | +27.8% |
| 3Y | +428.1% | +17.3% | +410.8% | +383.3% |
| 5Y | +863.0% | -14.5% | +877.5% | +905.8% |
| 10Y | +3,092.6% | +150.2% | +2,942.4% | +2,000.0% |
| All | +2,432.1% | +236.9% | +2,195.2% | +1,449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling