+67.2%
QLD vs FTAI
+808.9%
-741.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.4% | -1.2% |
| 7D | -10.3% | -3.7% | -6.5% | -9.5% |
| 30D | -26.1% | +3.1% | -29.2% | -27.6% |
| 3M | -17.8% | -18.3% | +0.6% | -13.6% |
| 6M | -15.6% | -36.6% | +21.1% | -3.9% |
| YTD | +5.4% | -7.9% | +13.3% | +2.4% |
| 1Y | +5.2% | +12.0% | -6.7% | -5.4% |
| 3Y | +139.4% | +361.5% | -222.1% | -18.0% |
| All | +67.2% | +808.9% | -741.8% | -65.2% |
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