+22.0%
USB vs FTAI
+808.9%
-786.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.0% | -11.5% | -1.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.2% |
| 30D | +5.8% | +3.1% | +2.7% | +4.8% |
| 3M | -6.0% | -18.3% | +12.4% | -4.2% |
| 6M | +7.8% | -36.6% | +44.4% | +13.0% |
| YTD | +14.6% | -7.9% | +22.5% | +12.4% |
| 1Y | +31.8% | +12.0% | +19.8% | +25.2% |
| 3Y | +91.5% | +361.5% | -270.0% | +17.7% |
| All | +22.0% | +808.9% | -786.9% | -37.1% |
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