+610.0%
QQQ vs FTAI
+2,432.1%
-1,822.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.6% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | -13.6% | +13.0% | +1.4% |
| 3M | +1.3% | -20.6% | +21.9% | +4.4% |
| 6M | +18.1% | -32.6% | +50.7% | +23.7% |
| YTD | +16.9% | -5.4% | +22.2% | +15.5% |
| 1Y | +24.0% | +12.9% | +11.1% | +18.5% |
| 3Y | +95.6% | +428.1% | -332.5% | +34.4% |
| 5Y | +94.5% | +863.0% | -768.5% | +17.6% |
| 10Y | +571.7% | +3,092.6% | -2,520.9% | +249.3% |
| All | +610.0% | +2,432.1% | -1,822.1% | +274.4% |
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