+39.3%
XLC vs FTAI
+847.8%
-808.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.9% |
| 7D | -1.7% | -9.7% | +8.0% | -0.5% |
| 30D | +0.2% | -20.0% | +20.2% | +2.8% |
| 3M | +0.7% | -20.1% | +20.8% | +2.8% |
| 6M | -4.5% | -33.3% | +28.8% | -1.1% |
| YTD | -4.7% | -8.0% | +3.3% | -6.0% |
| 1Y | -1.5% | +8.0% | -9.5% | -5.5% |
| 3Y | +72.2% | +413.4% | -341.2% | +7.5% |
| 5Y | +39.3% | +858.6% | -819.3% | -30.4% |
| All | +39.3% | +847.8% | -808.5% | -30.4% |
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