+14.7%
FXI vs FTAI
+3,098.4%
-3,083.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.1% |
| 7D | -3.9% | -5.2% | +1.3% | -3.3% |
| 30D | -2.1% | -17.9% | +15.8% | -0.2% |
| 3M | -0.5% | -22.7% | +22.3% | +1.7% |
| 6M | -4.5% | -28.0% | +23.5% | -2.4% |
| YTD | -9.2% | -5.0% | -4.3% | -10.4% |
| 1Y | -13.8% | +10.4% | -24.2% | -16.6% |
| 3Y | +36.6% | +425.2% | -388.7% | -0.7% |
| 5Y | -6.7% | +890.3% | -897.0% | -39.9% |
| All | +14.7% | +3,098.4% | -3,083.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling