+141.4%
XLC vs FTAI
+1,806.5%
-1,665.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.6% | +3.9% | -3.3% | 0.0% |
| 30D | +0.2% | -8.8% | +9.1% | +1.3% |
| 3M | +0.6% | -14.5% | +15.1% | +2.0% |
| 6M | -4.5% | -24.0% | +19.5% | -2.6% |
| YTD | -4.7% | +0.5% | -5.2% | -7.0% |
| 1Y | -1.7% | +19.1% | -20.8% | -7.0% |
| 3Y | +72.3% | +460.7% | -388.5% | +15.6% |
| 5Y | +37.8% | +947.3% | -909.6% | -19.9% |
| All | +141.4% | +1,806.5% | -1,665.1% | +38.8% |
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