+220.3%
XEL vs FTAI
+2,361.6%
-2,141.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.9% |
| 7D | -1.2% | -9.7% | +8.5% | -0.9% |
| 30D | -2.9% | -20.0% | +17.1% | -2.2% |
| 3M | -2.7% | -20.1% | +17.3% | -2.1% |
| 6M | -6.5% | -33.3% | +26.8% | -5.6% |
| YTD | +3.6% | -8.0% | +11.6% | +3.3% |
| 1Y | +7.5% | +8.0% | -0.5% | +6.4% |
| 3Y | +46.3% | +413.4% | -367.1% | +31.2% |
| 5Y | +30.5% | +858.6% | -828.0% | +11.7% |
| 10Y | +151.4% | +3,003.7% | -2,852.3% | +108.6% |
| All | +220.3% | +2,361.6% | -2,141.3% | +159.2% |
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