+24.5%
USB vs FTAI
+887.7%
-863.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.4% |
| 7D | +1.4% | -6.1% | +7.5% | +2.0% |
| 30D | +6.4% | +10.9% | -4.5% | +4.4% |
| 3M | -4.5% | -12.1% | +7.7% | -3.7% |
| 6M | +11.4% | -30.0% | +41.4% | +15.1% |
| YTD | +17.1% | -3.7% | +20.8% | +14.1% |
| 1Y | +32.6% | +14.8% | +17.8% | +25.5% |
| 3Y | +101.8% | +376.0% | -274.1% | +23.6% |
| All | +24.5% | +887.7% | -863.2% | -37.9% |
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