+52.9%
UPS vs FTAI
+2,588.5%
-2,535.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.1% | +3.9% | -6.0% | -2.5% |
| 30D | -2.3% | -8.8% | +6.5% | -1.6% |
| 3M | -5.2% | -14.5% | +9.2% | -4.3% |
| 6M | +1.4% | -24.0% | +25.4% | +2.9% |
| YTD | +6.1% | +0.5% | +5.6% | +4.8% |
| 1Y | +27.0% | +19.1% | +7.9% | +23.0% |
| 3Y | -25.9% | +460.7% | -486.7% | -43.2% |
| 5Y | -34.6% | +947.3% | -981.9% | -54.6% |
| 10Y | +36.2% | +3,244.4% | -3,208.2% | -11.5% |
| All | +52.9% | +2,588.5% | -2,535.6% | -1.2% |
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 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