+102.5%
USB vs FTAI
+2,120.5%
-2,018.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.5% | +7.4% | -0.4% |
| 7D | -1.5% | -17.1% | +15.7% | +1.7% |
| 30D | +4.3% | -9.5% | +13.8% | +5.5% |
| 3M | -6.1% | -27.2% | +21.2% | -1.6% |
| 6M | +9.4% | -33.3% | +42.7% | +15.0% |
| YTD | +15.2% | -17.0% | +32.2% | +14.4% |
| 1Y | +32.8% | +0.7% | +32.0% | +26.4% |
| 3Y | +91.3% | +326.8% | -235.5% | +15.8% |
| 5Y | +22.7% | +728.9% | -706.3% | -39.2% |
| 10Y | +97.0% | +2,457.0% | -2,359.9% | -25.2% |
| All | +102.5% | +2,120.5% | -2,018.0% | -22.5% |
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