+156.4%
XLB vs FTAI
+2,582.9%
-2,426.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -0.4% | -12.1% | +11.7% | +1.4% |
| 3M | +2.0% | -21.3% | +23.3% | +5.1% |
| 6M | +1.8% | -30.2% | +32.1% | +5.9% |
| YTD | +16.6% | +0.3% | +16.3% | +13.9% |
| 1Y | +16.9% | +27.2% | -10.2% | +9.0% |
| 3Y | +32.6% | +443.9% | -411.3% | -14.6% |
| 5Y | +35.6% | +853.5% | -817.9% | -24.7% |
| 10Y | +160.0% | +3,169.1% | -3,009.1% | +11.6% |
| All | +156.4% | +2,582.9% | -2,426.5% | +8.9% |
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 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