+35.1%
XLB vs FTAI
+875.0%
-839.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.8% | -0.3% |
| 7D | -2.9% | -0.2% | -2.8% | -3.0% |
| 30D | -3.4% | -13.6% | +10.3% | -1.8% |
| 3M | +1.6% | -20.6% | +22.2% | +3.9% |
| 6M | +3.6% | -32.6% | +36.2% | +7.5% |
| YTD | +14.2% | -5.4% | +19.6% | +13.1% |
| 1Y | +15.6% | +12.9% | +2.7% | +11.3% |
| 3Y | +33.1% | +428.1% | -395.0% | -13.3% |
| All | +35.1% | +875.0% | -839.9% | -27.2% |
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 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