-7.2%
FXI vs FTAI
+2,588.5%
-2,595.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -1.0% | +3.9% | -4.9% | -1.4% |
| 30D | -3.2% | -8.8% | +5.6% | -2.4% |
| 3M | +1.7% | -14.5% | +16.1% | +2.8% |
| 6M | -1.6% | -24.0% | +22.5% | +0.1% |
| YTD | -7.9% | +0.5% | -8.4% | -9.6% |
| 1Y | -9.6% | +19.1% | -28.7% | -13.4% |
| 3Y | +40.5% | +460.7% | -420.3% | +1.4% |
| 5Y | -6.2% | +947.3% | -953.6% | -39.9% |
| 10Y | +14.2% | +3,244.4% | -3,230.2% | -39.4% |
| All | -7.2% | +2,588.5% | -2,595.7% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling