-7.0%
FXI vs FTAI
+847.8%
-854.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | -2.8% | -9.7% | +6.9% | -1.9% |
| 30D | -3.7% | -20.0% | +16.3% | -1.9% |
| 3M | -0.4% | -20.1% | +19.6% | +1.0% |
| 6M | -5.4% | -33.3% | +27.9% | -2.9% |
| YTD | -9.6% | -8.0% | -1.6% | -10.3% |
| 1Y | -11.9% | +8.0% | -19.9% | -14.2% |
| 3Y | +37.8% | +413.4% | -375.6% | -3.4% |
| 5Y | -7.0% | +858.6% | -865.6% | -44.7% |
| All | -7.0% | +847.8% | -854.8% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling