+159.8%
XLB vs FTAI
+3,098.4%
-2,938.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.2% |
| 7D | -2.8% | -5.2% | +2.4% | -2.0% |
| 30D | -3.1% | -17.9% | +14.8% | -0.2% |
| 3M | -0.2% | -22.7% | +22.6% | +3.3% |
| 6M | +3.1% | -28.0% | +31.1% | +6.7% |
| YTD | +13.3% | -5.0% | +18.2% | +11.5% |
| 1Y | +12.0% | +10.4% | +1.6% | +6.8% |
| 3Y | +31.4% | +425.2% | -393.8% | -16.8% |
| 5Y | +33.9% | +890.3% | -856.4% | -28.8% |
| All | +159.8% | +3,098.4% | -2,938.6% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling