+227.7%
XLE vs FTAI
+929.6%
-701.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +1.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +8.5% | -13.6% | +22.2% | +9.6% |
| 3M | +14.6% | -20.6% | +35.2% | +16.0% |
| 6M | +17.6% | -32.6% | +50.1% | +20.0% |
| YTD | +48.1% | -5.4% | +53.5% | +44.6% |
| 1Y | +53.8% | +12.9% | +40.9% | +46.2% |
| 3Y | +56.2% | +428.1% | -371.9% | +8.2% |
| 5Y | +227.7% | +863.0% | -635.3% | +88.5% |
| All | +227.7% | +929.6% | -701.9% | +88.5% |
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