-15.6%
QLD vs FTAI
-31.2%
+15.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.4% | -0.7% |
| 7D | -10.3% | -3.7% | -6.5% | -9.7% |
| 30D | -26.1% | +3.1% | -29.2% | -27.2% |
| 3M | -17.8% | -18.3% | +0.6% | -12.4% |
| 6M | -15.6% | -36.6% | +21.1% | -2.2% |
| All | -15.6% | -31.2% | +15.6% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling